+3,547.6%
TJX vs CNC
+5,485.4%
-1,937.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.5% |
| YTD | -17.2% | +61.4% | -78.6% | -25.1% |
| 1Y | -9.4% | +94.9% | -104.3% | -21.3% |
| 3Y | +43.1% | 0.0% | +43.1% | +34.4% |
| 5Y | +96.7% | +11.2% | +85.5% | +78.3% |
| 10Y | +287.7% | +98.7% | +189.0% | +209.0% |
| All | +3,547.6% | +5,485.4% | -1,937.9% | +1,454.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling