+283.6%
TJX vs CMS
+118.9%
+164.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -4.6% | -1.9% | -2.7% | -3.8% |
| 30D | -17.2% | -4.1% | -13.1% | -15.8% |
| 3M | -24.9% | -7.1% | -17.8% | -22.7% |
| 6M | -19.7% | -10.1% | -9.6% | -16.4% |
| YTD | -17.2% | -1.7% | -15.5% | -17.0% |
| 1Y | -9.4% | -3.4% | -6.0% | -8.7% |
| 3Y | +43.1% | +31.6% | +11.5% | +25.1% |
| 5Y | +96.7% | +23.3% | +73.4% | +73.4% |
| All | +283.6% | +118.9% | +164.8% | +204.5% |
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