+3.2%
TJX vs CNI
+37.5%
-34.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.9% |
| 7D | +4.6% | +3.7% | +0.9% | +4.1% |
| 30D | +7.7% | +8.1% | -0.4% | +6.7% |
| 3M | -7.8% | +1.9% | -9.7% | -8.0% |
| 6M | -5.8% | +19.2% | -25.0% | -8.5% |
| YTD | -4.9% | +32.7% | -37.6% | -9.3% |
| 1Y | +3.2% | +37.0% | -33.9% | -2.2% |
| All | +3.2% | +37.5% | -34.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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