+53.3%
TJX vs CSGP
-60.9%
+114.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.0% | -1.5% |
| 7D | -0.3% | +1.3% | -1.7% | -0.5% |
| 30D | -5.6% | +2.8% | -8.4% | -6.0% |
| 3M | -12.3% | -6.3% | -6.0% | -11.9% |
| 6M | -7.7% | -3.2% | -4.5% | -7.9% |
| YTD | -11.4% | -54.0% | +42.6% | -4.9% |
| 1Y | -7.0% | -54.8% | +47.8% | 0.0% |
| 3Y | +53.3% | -60.6% | +113.8% | +61.7% |
| All | +53.3% | -60.9% | +114.2% | +61.7% |
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