+283.6%
TJX vs CNP
+137.0%
+146.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -1.4% | -3.2% | -4.1% |
| 30D | -17.2% | -2.9% | -14.2% | -16.2% |
| 3M | -24.9% | -7.5% | -17.4% | -22.7% |
| 6M | -19.7% | -7.9% | -11.8% | -17.3% |
| YTD | -17.2% | +3.7% | -20.9% | -18.9% |
| 1Y | -9.4% | +4.6% | -14.0% | -11.7% |
| 3Y | +43.1% | +49.1% | -6.1% | +18.4% |
| 5Y | +96.7% | +69.2% | +27.5% | +51.8% |
| All | +283.6% | +137.0% | +146.6% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling