+3,439.6%
TJX vs CME
+7,387.0%
-3,947.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -3.3% | -2.9% | -0.4% | -2.4% |
| 30D | -19.9% | +5.5% | -25.4% | -21.1% |
| 3M | -19.0% | +11.0% | -30.0% | -21.6% |
| 6M | -18.6% | -9.7% | -8.9% | -16.6% |
| YTD | -15.3% | +4.9% | -20.2% | -17.1% |
| 1Y | -7.3% | +10.1% | -17.4% | -10.8% |
| 3Y | +46.6% | +53.5% | -6.9% | +26.6% |
| 5Y | +98.5% | +77.2% | +21.3% | +62.7% |
| 10Y | +289.1% | +282.1% | +6.9% | +156.7% |
| All | +3,439.6% | +7,387.0% | -3,947.4% | +1,113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling