+108.3%
TJX vs CP
+25.5%
+82.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.3% | +2.1% | -2.5% | -1.0% |
| 30D | -5.6% | +9.3% | -14.9% | -8.0% |
| 3M | -12.3% | +0.5% | -12.8% | -12.5% |
| 6M | -7.7% | +10.4% | -18.1% | -10.7% |
| YTD | -11.4% | +28.7% | -40.1% | -18.6% |
| 1Y | -7.0% | +33.2% | -40.2% | -15.5% |
| 3Y | +53.3% | +38.4% | +14.8% | +33.9% |
| All | +108.3% | +25.5% | +82.8% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling