+95.2%
TJX vs CLF
-47.6%
+142.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -2.1% |
| 7D | -4.0% | -2.7% | -1.3% | -3.8% |
| 30D | -20.3% | -3.2% | -17.1% | -20.2% |
| 3M | -23.3% | -5.0% | -18.3% | -23.2% |
| 6M | -19.7% | +26.6% | -46.3% | -21.8% |
| YTD | -17.1% | -9.0% | -8.2% | -17.5% |
| 1Y | -8.8% | +11.8% | -20.6% | -11.8% |
| 3Y | +43.4% | -15.1% | +58.5% | +37.7% |
| 5Y | +95.2% | -48.2% | +143.4% | +91.9% |
| All | +95.2% | -47.6% | +142.8% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling