+43,711.4%
TJX vs CLX
+2,272.0%
+41,439.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.5% |
| 7D | -4.4% | -5.9% | +1.5% | -2.8% |
| 30D | -18.6% | -17.0% | -1.5% | -14.3% |
| 3M | -24.4% | -9.6% | -14.8% | -22.5% |
| 6M | -20.2% | -21.5% | +1.3% | -15.4% |
| YTD | -16.9% | -8.8% | -8.1% | -15.7% |
| 1Y | -8.5% | -24.7% | +16.2% | -2.3% |
| 3Y | +43.7% | -35.6% | +79.4% | +58.5% |
| 5Y | +97.3% | -37.6% | +135.0% | +114.8% |
| 10Y | +289.0% | -2.4% | +291.3% | +244.1% |
| All | +43,711.4% | +2,272.0% | +41,439.4% | +12,294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling