+46.6%
TJX vs CSGP
-63.8%
+110.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -2.2% |
| 7D | -3.3% | -5.1% | +1.9% | -2.7% |
| 30D | -19.9% | +0.3% | -20.2% | -20.0% |
| 3M | -19.0% | -9.1% | -9.9% | -18.5% |
| 6M | -18.6% | -37.3% | +18.7% | -15.0% |
| YTD | -15.3% | -54.9% | +39.6% | -8.5% |
| 1Y | -7.3% | -65.5% | +58.2% | +3.8% |
| 3Y | +46.6% | -63.3% | +109.8% | +59.3% |
| All | +46.6% | -63.8% | +110.4% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling