+112.4%
TJX vs CLF
-41.3%
+153.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.5% | +16.0% | -17.5% | -2.5% |
| 30D | -3.6% | +1.6% | -5.2% | -4.0% |
| 3M | -10.3% | +6.7% | -17.0% | -11.1% |
| 6M | -8.6% | +21.1% | -29.7% | -10.8% |
| YTD | -10.3% | -1.6% | -8.8% | -11.7% |
| 1Y | -6.4% | +18.5% | -24.9% | -9.4% |
| 3Y | +55.0% | -21.0% | +76.0% | +50.8% |
| 5Y | +112.4% | -41.4% | +153.8% | +105.5% |
| All | +112.4% | -41.3% | +153.7% | +105.5% |
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