+130.1%
TJX vs ZCMD
-100.0%
+230.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -4.4% | -2.0% | -2.3% | -4.4% |
| 30D | -18.6% | -19.8% | +1.2% | -18.5% |
| 3M | -24.4% | -62.1% | +37.7% | -24.3% |
| 6M | -20.2% | -99.5% | +79.2% | -18.2% |
| YTD | -16.9% | -99.7% | +82.8% | -14.4% |
| 1Y | -8.5% | -99.9% | +91.4% | -5.2% |
| 3Y | +43.7% | -100.0% | +143.7% | +52.7% |
| 5Y | +97.3% | -100.0% | +197.3% | +109.7% |
| All | +130.1% | -100.0% | +230.1% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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