+283.6%
TJX vs CLX
-3.7%
+287.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -4.6% | -5.7% | +1.1% | -3.9% |
| 30D | -17.2% | -17.0% | -0.1% | -15.4% |
| 3M | -24.9% | -9.7% | -15.2% | -24.1% |
| 6M | -19.7% | -19.8% | +0.2% | -17.9% |
| YTD | -17.2% | -9.8% | -7.4% | -16.5% |
| 1Y | -9.4% | -26.2% | +16.7% | -6.8% |
| 3Y | +43.1% | -36.2% | +79.3% | +48.8% |
| 5Y | +96.7% | -38.3% | +135.1% | +103.0% |
| All | +283.6% | -3.7% | +287.3% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling