+43.5%
TJX vs CNH
+6.3%
+37.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.5% |
| 7D | -4.4% | -2.5% | -1.9% | -4.2% |
| 30D | -18.6% | +27.0% | -45.6% | -20.3% |
| 3M | -24.4% | +32.6% | -57.0% | -26.6% |
| 6M | -20.2% | +23.6% | -43.8% | -22.1% |
| YTD | -16.9% | +47.8% | -64.8% | -20.7% |
| 1Y | -8.5% | +21.3% | -29.8% | -10.7% |
| All | +43.5% | +6.3% | +37.3% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling