+5,555.9%
COF vs TJX
+38,462.7%
-32,906.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -5.1% | -4.6% | -0.6% | -2.6% |
| 30D | -6.0% | -17.2% | +11.1% | +4.3% |
| 3M | +14.8% | -24.9% | +39.7% | +33.9% |
| 6M | +15.3% | -19.7% | +35.0% | +29.3% |
| YTD | -13.0% | -17.2% | +4.2% | -4.4% |
| 1Y | -5.7% | -9.4% | +3.7% | -1.5% |
| 3Y | +118.1% | +43.1% | +75.1% | +75.1% |
| 5Y | +46.2% | +96.7% | -50.5% | -2.9% |
| 10Y | +246.1% | +287.7% | -41.7% | +62.7% |
| All | +5,555.9% | +38,462.7% | -32,906.8% | +487.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling