+98.5%
TJX vs CSGP
-65.4%
+163.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.5% | -2.0% |
| 7D | -3.3% | -5.1% | +1.9% | -2.2% |
| 30D | -19.9% | +0.3% | -20.2% | -20.1% |
| 3M | -19.0% | -9.1% | -9.9% | -17.9% |
| 6M | -18.6% | -37.3% | +18.7% | -11.1% |
| YTD | -15.3% | -54.9% | +39.6% | -1.3% |
| 1Y | -7.3% | -65.5% | +58.2% | +15.0% |
| 3Y | +46.6% | -63.3% | +109.8% | +74.5% |
| 5Y | +98.5% | -65.8% | +164.3% | +119.4% |
| All | +98.5% | -65.4% | +163.9% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling