+97.3%
TJX vs CME
+76.3%
+21.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.3% |
| 7D | -4.4% | -2.4% | -2.0% | -3.9% |
| 30D | -18.6% | +6.2% | -24.8% | -19.6% |
| 3M | -24.4% | +4.4% | -28.7% | -25.2% |
| 6M | -20.2% | -9.6% | -10.6% | -19.0% |
| YTD | -16.9% | +3.8% | -20.7% | -18.5% |
| 1Y | -8.5% | +9.5% | -18.0% | -11.6% |
| 3Y | +43.7% | +51.9% | -8.2% | +25.0% |
| 5Y | +97.3% | +78.7% | +18.6% | +49.9% |
| All | +97.3% | +76.3% | +21.1% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 5y: compounded portfolio wealth divided by compounded CME 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…
5y analysis · Full analysis span regression · 6 months rolling