+283.6%
TJX vs CMI
+516.5%
-232.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -4.6% | -0.7% | -3.9% | -4.3% |
| 30D | -17.2% | -12.4% | -4.8% | -13.2% |
| 3M | -24.9% | -14.8% | -10.1% | -21.3% |
| 6M | -19.7% | +0.8% | -20.5% | -22.2% |
| YTD | -17.2% | +10.2% | -27.4% | -23.5% |
| 1Y | -9.4% | +37.4% | -46.9% | -24.3% |
| 3Y | +43.1% | +153.3% | -110.2% | -12.8% |
| 5Y | +96.7% | +167.6% | -70.9% | +13.8% |
| All | +283.6% | +516.5% | -232.8% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling