+457.9%
TJX vs CNH
+64.7%
+393.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.1% |
| 7D | -2.2% | +23.3% | -25.5% | -7.4% |
| 30D | -17.1% | +33.5% | -50.6% | -23.3% |
| 3M | -16.5% | +32.7% | -49.2% | -23.1% |
| 6M | -17.8% | +22.2% | -40.0% | -23.1% |
| YTD | -13.2% | +57.7% | -70.9% | -24.4% |
| 1Y | -5.2% | +28.0% | -33.2% | -13.0% |
| 3Y | +48.2% | +11.5% | +36.7% | +36.9% |
| 5Y | +99.8% | +11.9% | +87.9% | +80.0% |
| 10Y | +291.1% | +162.8% | +128.3% | +174.5% |
| All | +457.9% | +64.7% | +393.3% | +303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling