+44,577.8%
TJX vs CPB
+333.3%
+44,244.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.9% |
| 7D | -3.3% | -8.2% | +5.0% | -1.2% |
| 30D | -19.9% | -5.6% | -14.3% | -18.8% |
| 3M | -19.0% | +3.0% | -22.0% | -20.1% |
| 6M | -18.6% | -12.7% | -5.9% | -16.2% |
| YTD | -15.3% | -18.0% | +2.7% | -11.7% |
| 1Y | -7.3% | -31.7% | +24.4% | +1.2% |
| 3Y | +46.6% | -41.0% | +87.5% | +63.9% |
| 5Y | +98.5% | -38.4% | +136.9% | +116.2% |
| 10Y | +289.1% | -45.0% | +334.0% | +314.1% |
| All | +44,577.8% | +333.3% | +44,244.5% | +19,040.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling