+46,630.9%
TJX vs CP
+7,903.1%
+38,727.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | -12.3% | +0.5% | -12.8% | -12.6% |
| 6M | -7.7% | +10.4% | -18.1% | -11.1% |
| YTD | -11.4% | +28.7% | -40.1% | -19.3% |
| 1Y | -7.0% | +33.2% | -40.2% | -16.3% |
| 3Y | +53.3% | +38.4% | +14.8% | +34.0% |
| 5Y | +109.9% | +26.2% | +83.7% | +86.9% |
| 10Y | +310.0% | +258.4% | +51.6% | +155.8% |
| All | +46,630.9% | +7,903.1% | +38,727.8% | +8,113.0% |
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