+43.1%
TJX vs CRL
+38.6%
+4.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -4.6% | -3.5% | -1.0% | -4.4% |
| 30D | -17.2% | -2.1% | -15.0% | -17.1% |
| 3M | -24.9% | +48.0% | -72.9% | -26.8% |
| 6M | -19.7% | +64.7% | -84.4% | -22.5% |
| YTD | -17.2% | +39.5% | -56.7% | -19.3% |
| 1Y | -9.4% | +74.2% | -83.6% | -13.2% |
| 3Y | +43.1% | +39.4% | +3.7% | +40.7% |
| All | +43.1% | +38.6% | +4.5% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling