-8.5%
TJX vs CP
+20.0%
-28.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -4.4% | -2.7% | -1.7% | -4.0% |
| 30D | -18.6% | -3.4% | -15.2% | -18.2% |
| 3M | -24.4% | -0.6% | -23.7% | -24.3% |
| 6M | -20.2% | +6.3% | -26.5% | -21.3% |
| YTD | -16.9% | +21.2% | -38.1% | -19.6% |
| 1Y | -8.5% | +20.0% | -28.5% | -10.8% |
| All | -8.5% | +20.0% | -28.5% | -10.8% |
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