+53.3%
TJX vs CP
+36.4%
+16.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.3% | +2.1% | -2.5% | -0.8% |
| 30D | -5.6% | +9.3% | -14.9% | -7.4% |
| 3M | -12.3% | +0.5% | -12.8% | -12.5% |
| 6M | -7.7% | +10.4% | -18.1% | -9.9% |
| YTD | -11.4% | +28.7% | -40.1% | -16.7% |
| 1Y | -7.0% | +33.2% | -40.2% | -13.4% |
| 3Y | +53.3% | +38.4% | +14.8% | +39.3% |
| All | +53.3% | +36.4% | +16.9% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling