+7,321.5%
TJX vs CRL
+1,327.4%
+5,994.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -4.0% | -4.6% | +0.6% | -3.0% |
| 30D | -20.3% | +0.5% | -20.8% | -20.5% |
| 3M | -23.3% | +46.6% | -69.9% | -29.8% |
| 6M | -19.7% | +57.3% | -77.0% | -28.3% |
| YTD | -17.1% | +39.5% | -56.7% | -24.4% |
| 1Y | -8.8% | +76.9% | -85.7% | -21.5% |
| 3Y | +43.4% | +39.4% | +4.0% | +23.8% |
| 5Y | +95.2% | -37.2% | +132.4% | +99.0% |
| 10Y | +288.1% | +253.4% | +34.6% | +156.8% |
| All | +7,321.5% | +1,327.4% | +5,994.0% | +3,745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling