+283.6%
TJX vs CPAY
+155.2%
+128.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -4.6% | -2.0% | -2.6% | -3.9% |
| 30D | -17.2% | -0.4% | -16.8% | -17.1% |
| 3M | -24.9% | +16.4% | -41.3% | -29.0% |
| 6M | -19.7% | +23.5% | -43.2% | -26.2% |
| YTD | -17.2% | +35.7% | -52.9% | -27.5% |
| 1Y | -9.4% | +30.2% | -39.6% | -19.8% |
| 3Y | +43.1% | +49.7% | -6.6% | +14.6% |
| 5Y | +96.7% | +56.6% | +40.2% | +50.5% |
| All | +283.6% | +155.2% | +128.5% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 10y: compounded portfolio wealth divided by compounded CPAY 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…
10y analysis · Full analysis span regression · 6 months rolling