+283.6%
TJX vs CTAS
+687.6%
-404.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -1.1% |
| 7D | -4.6% | +0.5% | -5.1% | -4.9% |
| 30D | -17.2% | -0.7% | -16.4% | -16.9% |
| 3M | -24.9% | +11.1% | -36.0% | -29.2% |
| 6M | -19.7% | +2.1% | -21.8% | -21.2% |
| YTD | -17.2% | +8.0% | -25.2% | -21.3% |
| 1Y | -9.4% | -0.5% | -8.9% | -10.3% |
| 3Y | +43.1% | +66.2% | -23.1% | +4.0% |
| 5Y | +96.7% | +109.2% | -12.5% | +23.6% |
| All | +283.6% | +687.6% | -404.0% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling