+95.2%
TJX vs CMS
+23.1%
+72.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -4.0% | +0.2% | -4.1% | -4.0% |
| 30D | -20.3% | -1.3% | -19.1% | -20.1% |
| 3M | -23.3% | -5.4% | -17.9% | -22.1% |
| 6M | -19.7% | -10.3% | -9.4% | -17.4% |
| YTD | -17.1% | -0.2% | -16.9% | -17.3% |
| 1Y | -8.8% | -0.9% | -7.9% | -8.8% |
| 3Y | +43.4% | +34.0% | +9.4% | +31.4% |
| 5Y | +95.2% | +23.6% | +71.7% | +75.3% |
| All | +95.2% | +23.1% | +72.1% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling