+5,856.7%
TJX vs CSGP
+3,371.1%
+2,485.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.7% |
| 7D | -2.0% | -1.8% | -0.2% | -1.7% |
| 30D | -0.5% | +5.3% | -5.7% | -1.6% |
| 3M | -14.1% | +3.3% | -17.4% | -15.2% |
| 6M | -9.4% | -4.7% | -4.7% | -9.5% |
| YTD | -9.2% | -53.5% | +44.3% | +1.4% |
| 1Y | -3.3% | -53.7% | +50.4% | +8.0% |
| 3Y | +57.1% | -59.7% | +116.9% | +77.2% |
| 5Y | +112.3% | -62.5% | +174.8% | +139.0% |
| 10Y | +328.2% | +67.3% | +260.9% | +280.8% |
| All | +5,856.7% | +3,371.1% | +2,485.6% | +4,221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling