+97.3%
TJX vs CRL
-38.6%
+135.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.5% |
| 7D | -4.4% | -6.9% | +2.6% | -3.5% |
| 30D | -18.6% | -3.2% | -15.4% | -18.3% |
| 3M | -24.4% | +46.5% | -70.9% | -28.2% |
| 6M | -20.2% | +63.1% | -83.4% | -25.7% |
| YTD | -16.9% | +36.9% | -53.8% | -21.0% |
| 1Y | -8.5% | +78.1% | -86.6% | -16.5% |
| 3Y | +43.7% | +36.7% | +7.1% | +32.8% |
| 5Y | +97.3% | -38.1% | +135.4% | +105.7% |
| All | +97.3% | -38.6% | +135.9% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling