-27.8%
COIN vs TJX
+95.5%
-123.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +2.0% |
| 7D | -5.1% | -4.6% | -0.5% | -1.0% |
| 30D | +17.6% | -17.2% | +34.8% | +38.3% |
| 3M | +9.2% | -24.9% | +34.1% | +40.3% |
| 6M | -11.8% | -19.7% | +7.9% | +4.2% |
| YTD | -22.5% | -17.2% | -5.3% | -12.2% |
| 1Y | -45.9% | -9.4% | -36.5% | -45.2% |
| 3Y | +117.4% | +43.1% | +74.3% | +27.0% |
| All | -27.8% | +95.5% | -123.3% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling