+43.1%
TJX vs CNQ
+73.2%
-30.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.3% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -17.2% | +6.2% | -23.4% | -17.1% |
| 3M | -24.9% | +12.4% | -37.3% | -24.9% |
| 6M | -19.7% | +9.0% | -28.7% | -19.7% |
| YTD | -17.2% | +52.2% | -69.4% | -18.4% |
| 1Y | -9.4% | +65.0% | -74.5% | -11.2% |
| 3Y | +43.1% | +78.8% | -35.8% | +36.1% |
| All | +43.1% | +73.2% | -30.2% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling