+288.1%
TJX vs CSGP
+37.7%
+250.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.5% |
| 7D | -4.0% | -5.4% | +1.4% | -2.5% |
| 30D | -20.3% | -6.0% | -14.3% | -19.2% |
| 3M | -23.3% | -12.8% | -10.4% | -20.9% |
| 6M | -19.7% | -38.9% | +19.2% | -9.3% |
| YTD | -17.1% | -56.0% | +38.9% | +1.7% |
| 1Y | -8.8% | -66.4% | +57.6% | +20.9% |
| 3Y | +43.4% | -64.2% | +107.6% | +80.8% |
| 5Y | +95.2% | -67.0% | +162.2% | +144.8% |
| 10Y | +288.1% | +43.8% | +244.2% | +254.2% |
| All | +288.1% | +37.7% | +250.3% | +254.2% |
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