+45,672.8%
TJX vs CLF
+714.0%
+44,958.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | -2.2% | +7.6% | -9.8% | -3.2% |
| 30D | -17.1% | -1.2% | -16.0% | -17.1% |
| 3M | -16.5% | -13.4% | -3.1% | -15.6% |
| 6M | -17.8% | +15.4% | -33.2% | -20.4% |
| YTD | -13.2% | -5.9% | -7.3% | -14.4% |
| 1Y | -5.2% | +18.8% | -24.0% | -10.6% |
| 3Y | +48.2% | -19.4% | +67.6% | +40.9% |
| 5Y | +99.8% | -47.7% | +147.5% | +94.3% |
| 10Y | +291.1% | +130.4% | +160.7% | +180.2% |
| All | +45,672.8% | +714.0% | +44,958.8% | +13,085.4% |
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