+43.1%
TJX vs CTAS
+67.2%
-24.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.8% |
| 7D | -4.6% | +0.5% | -5.1% | -4.8% |
| 30D | -17.2% | -0.7% | -16.4% | -17.0% |
| 3M | -24.9% | +11.1% | -36.0% | -27.7% |
| 6M | -19.7% | +2.1% | -21.8% | -20.6% |
| YTD | -17.2% | +8.0% | -25.2% | -19.8% |
| 1Y | -9.4% | -0.5% | -8.9% | -10.0% |
| 3Y | +43.1% | +66.2% | -23.1% | +17.1% |
| All | +43.1% | +67.2% | -24.2% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling