+47,190.8%
TJX vs CLF
+751.2%
+46,439.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.5% | +16.0% | -17.5% | -3.4% |
| 30D | -3.6% | +1.6% | -5.2% | -4.3% |
| 3M | -10.3% | +6.7% | -17.0% | -11.8% |
| 6M | -8.6% | +21.1% | -29.7% | -12.4% |
| YTD | -10.3% | -1.6% | -8.8% | -12.7% |
| 1Y | -6.4% | +18.5% | -24.9% | -11.2% |
| 3Y | +55.0% | -21.0% | +76.0% | +47.0% |
| 5Y | +112.4% | -41.4% | +153.8% | +103.0% |
| 10Y | +314.9% | +86.5% | +228.4% | +204.9% |
| All | +47,190.8% | +751.2% | +46,439.7% | +13,348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling