+328.2%
TJX vs CSGP
+72.5%
+255.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.5% |
| 30D | -0.5% | +5.3% | -5.7% | -2.3% |
| 3M | -14.1% | +3.3% | -17.4% | -15.8% |
| 6M | -9.4% | -4.7% | -4.7% | -9.6% |
| YTD | -9.2% | -53.5% | +44.3% | +8.9% |
| 1Y | -3.3% | -53.7% | +50.4% | +15.9% |
| 3Y | +57.1% | -59.7% | +116.9% | +90.1% |
| 5Y | +112.3% | -62.5% | +174.8% | +154.6% |
| 10Y | +328.2% | +67.3% | +260.9% | +298.8% |
| All | +328.2% | +72.5% | +255.6% | +298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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