-5.2%
TJX vs CMI
+45.0%
-50.2%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.1% |
| 7D | -2.2% | -0.7% | -1.5% | -2.3% |
| 30D | -17.1% | -13.4% | -3.7% | -17.2% |
| 3M | -16.5% | -17.0% | +0.5% | -16.6% |
| 6M | -17.8% | -1.6% | -16.2% | -19.6% |
| YTD | -13.2% | +11.0% | -24.2% | -15.6% |
| 1Y | -5.2% | +41.9% | -47.1% | -6.5% |
| All | -5.2% | +45.0% | -50.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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