+45,672.9%
TJX vs CP
+7,669.4%
+38,003.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.2% | -2.7% | +0.4% | -1.4% |
| 30D | -17.1% | +0.2% | -17.3% | -17.3% |
| 3M | -16.5% | +2.6% | -19.0% | -17.4% |
| 6M | -17.8% | +6.0% | -23.8% | -19.8% |
| YTD | -13.2% | +24.9% | -38.2% | -20.1% |
| 1Y | -5.2% | +20.1% | -25.3% | -11.7% |
| 3Y | +48.2% | +16.4% | +31.9% | +37.4% |
| 5Y | +99.8% | +31.7% | +68.0% | +75.1% |
| 10Y | +291.1% | +223.9% | +67.3% | +151.8% |
| All | +45,672.9% | +7,669.4% | +38,003.4% | +8,028.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling