-5.2%
TJX vs CLX
-20.9%
+15.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -2.2% | -9.2% | +7.0% | -0.8% |
| 30D | -17.1% | -11.0% | -6.1% | -15.7% |
| 3M | -16.5% | +5.0% | -21.5% | -17.1% |
| 6M | -17.8% | -18.8% | +1.0% | -16.4% |
| YTD | -13.2% | -4.4% | -8.8% | -13.6% |
| 1Y | -5.2% | -21.9% | +16.7% | -6.1% |
| All | -5.2% | -20.9% | +15.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling