+44,577.8%
TJX vs CTAS
+23,132.7%
+21,445.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.3% | 0.0% | -3.2% | -3.2% |
| 30D | -19.9% | -1.0% | -18.9% | -19.6% |
| 3M | -19.0% | +15.8% | -34.8% | -23.6% |
| 6M | -18.6% | -1.0% | -17.6% | -18.7% |
| YTD | -15.3% | +7.4% | -22.7% | -18.1% |
| 1Y | -7.3% | -0.1% | -7.2% | -8.0% |
| 3Y | +46.6% | +66.3% | -19.7% | +18.3% |
| 5Y | +98.5% | +111.0% | -12.5% | +45.6% |
| 10Y | +289.1% | +662.9% | -373.8% | +78.2% |
| All | +44,577.8% | +23,132.7% | +21,445.0% | +6,868.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling