+283.6%
TJX vs CRL
+256.1%
+27.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | -4.6% | -3.5% | -1.0% | -3.8% |
| 30D | -17.2% | -2.1% | -15.0% | -16.9% |
| 3M | -24.9% | +48.0% | -72.9% | -31.8% |
| 6M | -19.7% | +64.7% | -84.4% | -29.5% |
| YTD | -17.2% | +39.5% | -56.7% | -24.8% |
| 1Y | -9.4% | +74.2% | -83.6% | -22.7% |
| 3Y | +43.1% | +39.4% | +3.7% | +22.1% |
| 5Y | +96.7% | -36.9% | +133.6% | +115.8% |
| All | +283.6% | +256.1% | +27.6% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling