+1,298.9%
COHR vs TJX
+287.7%
+1,011.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | -4.6% | +12.9% | +10.5% |
| 30D | -14.1% | -17.2% | +3.0% | -6.7% |
| 3M | -16.0% | -24.9% | +8.9% | -5.3% |
| 6M | +21.5% | -19.7% | +41.1% | +31.5% |
| YTD | +65.4% | -17.2% | +82.6% | +75.6% |
| 1Y | +195.0% | -9.4% | +204.4% | +197.5% |
| 3Y | +830.2% | +43.1% | +787.1% | +646.5% |
| 5Y | +397.1% | +96.7% | +300.4% | +234.1% |
| All | +1,298.9% | +287.7% | +1,011.1% | +633.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling