+5,734.7%
TJX vs CSGP
+3,294.4%
+2,440.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.7% | +2.3% | -1.6% |
| 7D | -3.6% | +1.3% | -4.8% | -3.8% |
| 30D | -2.5% | +10.7% | -13.2% | -4.5% |
| 3M | -16.2% | +3.3% | -19.5% | -17.3% |
| 6M | -12.4% | -10.3% | -2.1% | -11.7% |
| YTD | -11.1% | -54.6% | +43.5% | -0.3% |
| 1Y | -4.7% | -54.6% | +49.9% | +6.7% |
| 3Y | +54.8% | -60.3% | +115.2% | +75.0% |
| 5Y | +104.3% | -63.3% | +167.6% | +130.8% |
| 10Y | +332.7% | +66.5% | +266.3% | +285.4% |
| All | +5,734.7% | +3,294.4% | +2,440.2% | +4,149.0% |
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