+8,118.0%
TJX vs CNQ
+5,432.5%
+2,685.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.1% |
| 3M | -24.9% | +12.4% | -37.3% | -26.7% |
| 6M | -19.7% | +9.0% | -28.7% | -21.6% |
| YTD | -17.2% | +52.2% | -69.4% | -24.2% |
| 1Y | -9.4% | +65.0% | -74.5% | -18.5% |
| 3Y | +43.1% | +78.8% | -35.8% | +24.4% |
| 5Y | +96.7% | +286.0% | -189.3% | +43.9% |
| 10Y | +287.7% | +420.7% | -133.0% | +147.4% |
| All | +8,118.0% | +5,432.5% | +2,685.5% | +3,123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling