-9.4%
TJX vs CNH
+22.0%
-31.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -4.4% |
| 30D | -17.2% | +26.6% | -43.7% | -17.7% |
| 3M | -24.9% | +31.1% | -56.0% | -25.8% |
| 6M | -19.7% | +24.9% | -44.5% | -20.5% |
| YTD | -17.2% | +48.7% | -65.9% | -18.9% |
| 1Y | -9.4% | +22.2% | -31.6% | -11.4% |
| All | -9.4% | +22.0% | -31.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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