+830.2%
COHR vs TJX
+42.7%
+787.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +8.3% | -4.6% | +12.9% | +9.7% |
| 30D | -14.1% | -17.2% | +3.0% | -9.1% |
| 3M | -16.0% | -24.9% | +8.9% | -7.8% |
| 6M | +21.5% | -19.7% | +41.1% | +27.7% |
| YTD | +65.4% | -17.2% | +82.6% | +69.3% |
| 1Y | +195.0% | -9.4% | +204.4% | +177.0% |
| 3Y | +830.2% | +43.1% | +787.1% | +439.0% |
| All | +830.2% | +42.7% | +787.5% | +439.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling