+43,572.8%
TJX vs CRH
+6,046.1%
+37,526.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.6% | -6.1% | +1.5% | -3.4% |
| 30D | -17.2% | -9.3% | -7.9% | -15.6% |
| 3M | -24.9% | -15.2% | -9.7% | -22.6% |
| 6M | -19.7% | -14.2% | -5.5% | -17.6% |
| YTD | -17.2% | -28.3% | +11.1% | -12.3% |
| 1Y | -9.4% | -21.8% | +12.4% | -5.9% |
| 3Y | +43.1% | +71.6% | -28.5% | +25.6% |
| 5Y | +96.7% | +96.6% | +0.1% | +66.7% |
| 10Y | +287.7% | +253.8% | +33.9% | +193.0% |
| All | +43,572.8% | +6,046.1% | +37,526.7% | +25,604.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling