+45,672.8%
TJX vs CMS
+457.8%
+45,215.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.1% |
| 6M | -17.8% | -11.0% | -6.8% | -15.5% |
| YTD | -13.2% | +0.2% | -13.4% | -13.4% |
| 1Y | -5.2% | -1.3% | -3.9% | -5.1% |
| 3Y | +48.2% | +35.9% | +12.3% | +35.8% |
| 5Y | +99.8% | +23.1% | +76.7% | +86.3% |
| 10Y | +291.1% | +117.9% | +173.2% | +217.3% |
| All | +45,672.8% | +457.8% | +45,215.0% | +28,573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling