+3.2%
TJX vs CP
+35.2%
-32.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +4.6% |
| 7D | +4.6% | +5.6% | -1.0% | +3.8% |
| 30D | +7.7% | +10.0% | -2.3% | +6.2% |
| 3M | -7.8% | +4.4% | -12.2% | -8.5% |
| 6M | -5.8% | +14.1% | -19.9% | -7.8% |
| YTD | -4.9% | +29.1% | -33.9% | -8.5% |
| 1Y | +3.2% | +34.6% | -31.4% | -2.0% |
| All | +3.2% | +35.2% | -32.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling