+3.2%
TJX vs CTAS
+25.6%
-22.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.8% | +4.4% |
| 7D | +4.6% | +7.6% | -3.0% | +2.4% |
| 30D | +7.7% | +17.2% | -9.5% | +3.0% |
| 3M | -7.8% | +12.8% | -20.6% | -11.0% |
| 6M | -5.8% | +38.0% | -43.8% | -14.8% |
| YTD | -4.9% | +22.7% | -27.6% | -12.7% |
| 1Y | +3.2% | +25.6% | -22.5% | -6.7% |
| All | +3.2% | +25.6% | -22.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling