+283.6%
TJX vs CNC
+99.9%
+183.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -4.6% | -0.9% | -3.7% | -4.4% |
| 30D | -17.2% | -1.0% | -16.2% | -17.1% |
| 3M | -24.9% | +4.5% | -29.4% | -25.7% |
| 6M | -19.7% | +85.2% | -104.9% | -28.8% |
| YTD | -17.2% | +61.4% | -78.6% | -25.3% |
| 1Y | -9.4% | +94.9% | -104.3% | -21.9% |
| 3Y | +43.1% | 0.0% | +43.1% | +35.2% |
| 5Y | +96.7% | +11.2% | +85.5% | +74.9% |
| All | +283.6% | +99.9% | +183.7% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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