+43.2%
TJX vs CP
+19.7%
+23.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -4.0% | +0.6% | -4.5% | -4.1% |
| 30D | -20.3% | -0.5% | -19.9% | -20.3% |
| 3M | -23.3% | +0.1% | -23.3% | -23.4% |
| 6M | -19.7% | +7.8% | -27.5% | -21.3% |
| YTD | -17.1% | +22.9% | -40.0% | -21.4% |
| 1Y | -8.8% | +21.3% | -30.1% | -13.3% |
| All | +43.2% | +19.7% | +23.5% | +34.6% |
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