-9.4%
TJX vs CMS
-2.9%
-6.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.6% | -1.9% | -2.7% | -4.1% |
| 30D | -17.2% | -4.1% | -13.1% | -16.2% |
| 3M | -24.9% | -7.1% | -17.8% | -23.4% |
| 6M | -19.7% | -10.1% | -9.6% | -17.4% |
| YTD | -17.2% | -1.7% | -15.5% | -17.0% |
| 1Y | -9.4% | -3.4% | -6.0% | -9.2% |
| All | -9.4% | -2.9% | -6.5% | -9.2% |
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