+283.6%
TJX vs CNQ
+426.2%
-142.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -17.2% | +6.2% | -23.4% | -18.3% |
| 3M | -24.9% | +12.4% | -37.3% | -27.0% |
| 6M | -19.7% | +9.0% | -28.7% | -21.9% |
| YTD | -17.2% | +52.2% | -69.4% | -25.7% |
| 1Y | -9.4% | +65.0% | -74.5% | -20.4% |
| 3Y | +43.1% | +78.8% | -35.8% | +20.2% |
| 5Y | +96.7% | +286.0% | -189.3% | +29.6% |
| All | +283.6% | +426.2% | -142.6% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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