+12,331.3%
TJX vs CNI
+6,516.9%
+5,814.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -17.2% | -2.7% | -14.5% | -16.3% |
| 3M | -24.9% | +3.9% | -28.8% | -26.4% |
| 6M | -19.7% | +16.4% | -36.0% | -25.2% |
| YTD | -17.2% | +25.8% | -43.0% | -25.7% |
| 1Y | -9.4% | +32.4% | -41.8% | -20.6% |
| 3Y | +43.1% | +19.1% | +24.0% | +29.2% |
| 5Y | +96.7% | +13.6% | +83.1% | +79.1% |
| 10Y | +287.7% | +136.8% | +151.0% | +156.1% |
| All | +12,331.3% | +6,516.9% | +5,814.5% | +1,998.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling