+43.5%
TJX vs CPB
-43.2%
+86.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.7% |
| 7D | -4.4% | -5.4% | +1.0% | -3.8% |
| 30D | -18.6% | -7.8% | -10.7% | -17.9% |
| 3M | -24.4% | -6.9% | -17.4% | -23.9% |
| 6M | -20.2% | -12.2% | -8.1% | -19.3% |
| YTD | -16.9% | -21.1% | +4.1% | -15.1% |
| 1Y | -8.5% | -33.5% | +25.0% | -4.5% |
| All | +43.5% | -43.2% | +86.7% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling