+97.3%
TJX vs CNP
+66.3%
+31.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.7% |
| 7D | -4.4% | -2.2% | -2.2% | -3.7% |
| 30D | -18.6% | -2.1% | -16.5% | -18.1% |
| 3M | -24.4% | -7.9% | -16.4% | -22.5% |
| 6M | -20.2% | -8.3% | -11.9% | -18.3% |
| YTD | -16.9% | +3.8% | -20.7% | -18.3% |
| 1Y | -8.5% | +5.9% | -14.4% | -10.7% |
| 3Y | +43.7% | +49.3% | -5.5% | +23.4% |
| 5Y | +97.3% | +69.3% | +28.1% | +58.7% |
| All | +97.3% | +66.3% | +31.0% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling