+314.8%
TJX vs CSGP
+65.4%
+249.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -5.7% | -7.1% | +1.3% | -3.9% |
| 30D | -3.9% | +3.6% | -7.5% | -5.3% |
| 3M | -12.1% | -2.7% | -9.4% | -12.4% |
| 6M | -7.8% | -8.0% | +0.3% | -7.2% |
| YTD | -10.4% | -55.0% | +44.6% | +8.4% |
| 1Y | -5.5% | -55.8% | +50.2% | +14.7% |
| 3Y | +55.0% | -62.0% | +117.0% | +90.8% |
| 5Y | +114.2% | -62.9% | +177.1% | +157.2% |
| 10Y | +314.8% | +62.6% | +252.2% | +283.9% |
| All | +314.8% | +65.4% | +249.4% | +283.9% |
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