+97.3%
TJX vs CTAS
+107.0%
-9.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -4.4% | -1.3% | -3.1% | -3.8% |
| 30D | -18.6% | -3.1% | -15.5% | -17.5% |
| 3M | -24.4% | +10.3% | -34.6% | -27.7% |
| 6M | -20.2% | +1.6% | -21.9% | -21.3% |
| YTD | -16.9% | +6.3% | -23.3% | -19.8% |
| 1Y | -8.5% | -0.5% | -8.0% | -9.1% |
| 3Y | +43.7% | +64.6% | -20.9% | +7.3% |
| 5Y | +97.3% | +106.0% | -8.7% | +26.5% |
| All | +97.3% | +107.0% | -9.7% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling