+5,595.8%
TJX vs CSGP
+3,334.4%
+2,261.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | -2.2% | -4.1% | +1.8% | -1.6% |
| 30D | -17.1% | +2.3% | -19.5% | -17.6% |
| 3M | -16.5% | -8.2% | -8.3% | -15.6% |
| 6M | -17.8% | -35.1% | +17.3% | -12.2% |
| YTD | -13.2% | -54.0% | +40.8% | -2.4% |
| 1Y | -5.2% | -65.3% | +60.1% | +11.6% |
| 3Y | +48.2% | -62.6% | +110.8% | +69.8% |
| 5Y | +99.8% | -64.8% | +164.6% | +128.1% |
| 10Y | +291.1% | +45.1% | +246.0% | +256.6% |
| All | +5,595.8% | +3,334.4% | +2,261.4% | +4,059.3% |
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 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