+316.4%
TJX vs CMS
+140.2%
+176.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.9% |
| 7D | -0.3% | +1.7% | -2.1% | -1.1% |
| 30D | -5.6% | +6.2% | -11.8% | -7.9% |
| 3M | -12.3% | +0.6% | -13.0% | -12.6% |
| 6M | -7.7% | -1.8% | -5.9% | -7.2% |
| YTD | -11.4% | +3.8% | -15.2% | -13.2% |
| 1Y | -7.0% | -1.8% | -5.3% | -6.8% |
| 3Y | +53.3% | +39.8% | +13.4% | +30.7% |
| 5Y | +109.9% | +37.1% | +72.8% | +76.2% |
| All | +316.4% | +140.2% | +176.2% | +223.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling