+1,314.0%
TJX vs CPAY
+1,532.9%
-218.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -4.6% | -2.0% | -2.6% | -4.0% |
| 30D | -17.2% | -0.4% | -16.8% | -17.1% |
| 3M | -24.9% | +16.4% | -41.3% | -28.6% |
| 6M | -19.7% | +23.5% | -43.2% | -25.6% |
| YTD | -17.2% | +35.7% | -52.9% | -26.5% |
| 1Y | -9.4% | +30.2% | -39.6% | -18.8% |
| 3Y | +43.1% | +49.7% | -6.6% | +18.1% |
| 5Y | +96.7% | +56.6% | +40.2% | +56.2% |
| 10Y | +287.7% | +153.8% | +134.0% | +165.0% |
| All | +1,314.0% | +1,532.9% | -218.8% | +527.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling