+43,572.8%
TJX vs CRS
+9,476.5%
+34,096.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -4.6% | -6.8% | +2.2% | -3.1% |
| 30D | -17.2% | -16.1% | -1.0% | -14.0% |
| 3M | -24.9% | -21.2% | -3.7% | -21.5% |
| 6M | -19.7% | +8.7% | -28.3% | -22.2% |
| YTD | -17.2% | +41.0% | -58.2% | -24.6% |
| 1Y | -9.4% | +82.7% | -92.1% | -23.0% |
| 3Y | +43.1% | +604.8% | -561.7% | -14.5% |
| 5Y | +96.7% | +1,384.7% | -1,288.0% | -5.0% |
| 10Y | +287.7% | +1,362.3% | -1,074.6% | +70.0% |
| All | +43,572.8% | +9,476.5% | +34,096.2% | +8,123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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