+65,045.6%
COHR vs TJX
+44,288.7%
+20,756.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.2% |
| 7D | +8.3% | -4.6% | +12.9% | +9.3% |
| 30D | -14.1% | -17.2% | +3.0% | -10.8% |
| 3M | -16.0% | -24.9% | +8.9% | -11.3% |
| 6M | +21.5% | -19.7% | +41.1% | +26.0% |
| YTD | +65.4% | -17.2% | +82.6% | +70.3% |
| 1Y | +195.0% | -9.4% | +204.4% | +197.4% |
| 3Y | +830.2% | +43.1% | +787.1% | +754.9% |
| 5Y | +397.1% | +96.7% | +300.4% | +326.3% |
| 10Y | +1,317.7% | +287.7% | +1,029.9% | +972.1% |
| All | +65,045.6% | +44,288.7% | +20,756.9% | +39,980.7% |
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