-5.1%
COF vs TJX
+4.8%
-9.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -2.5% |
| 7D | +0.7% | +4.6% | -3.9% | -0.5% |
| 30D | +5.7% | +7.7% | -2.0% | +3.5% |
| 3M | -6.7% | -7.8% | +1.1% | -4.5% |
| 6M | +9.5% | -5.8% | +15.3% | +9.5% |
| YTD | -13.9% | -4.9% | -9.0% | -13.5% |
| 1Y | -5.1% | +3.2% | -8.2% | -10.4% |
| All | -5.1% | +4.8% | -9.9% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling