-9.4%
TJX vs CNC
+84.7%
-94.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -4.6% | -0.9% | -3.7% | -4.6% |
| 30D | -17.2% | -1.0% | -16.2% | -17.2% |
| 3M | -24.9% | +4.5% | -29.4% | -24.7% |
| 6M | -19.7% | +85.2% | -104.9% | -18.1% |
| YTD | -17.2% | +61.4% | -78.6% | -15.5% |
| 1Y | -9.4% | +94.9% | -104.3% | -6.6% |
| All | -9.4% | +84.7% | -94.1% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling