-5.2%
TJX vs CMS
-1.9%
-3.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -17.1% | -3.6% | -13.5% | -16.4% |
| 3M | -16.5% | -1.9% | -14.6% | -15.8% |
| 6M | -17.8% | -11.0% | -6.8% | -15.4% |
| YTD | -13.2% | +0.2% | -13.4% | -13.3% |
| 1Y | -5.2% | -1.3% | -3.9% | -5.0% |
| All | -5.2% | -1.9% | -3.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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