-9.4%
TJX vs CPB
-33.6%
+24.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.6% | -1.8% | -2.8% | -4.5% |
| 30D | -17.2% | -7.1% | -10.1% | -16.8% |
| 3M | -24.9% | -6.0% | -18.9% | -24.7% |
| 6M | -19.7% | -5.3% | -14.4% | -19.4% |
| YTD | -17.2% | -20.8% | +3.6% | -16.6% |
| 1Y | -9.4% | -33.8% | +24.4% | -8.4% |
| All | -9.4% | -33.6% | +24.2% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling