-2.4%
TJX vs CRH
-17.3%
+14.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.6% |
| 7D | -2.0% | +5.3% | -7.3% | -2.7% |
| 30D | +1.1% | +14.2% | -13.0% | -0.9% |
| 3M | -13.1% | -4.2% | -8.9% | -12.6% |
| 6M | -10.0% | -14.5% | +4.5% | -8.3% |
| YTD | -8.9% | -22.7% | +13.7% | -8.1% |
| 1Y | -2.4% | -16.6% | +14.2% | -2.4% |
| All | -2.4% | -17.3% | +14.9% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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