+44.6%
COP vs TJX
-4.4%
+49.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +3.0% | -2.2% | +5.2% | +2.6% |
| 30D | +17.5% | -17.1% | +34.6% | +13.8% |
| 3M | +13.4% | -16.5% | +29.8% | +10.1% |
| 6M | +17.7% | -17.8% | +35.5% | +14.6% |
| YTD | +46.6% | -13.2% | +59.8% | +41.7% |
| 1Y | +44.6% | -5.2% | +49.8% | +40.6% |
| All | +44.6% | -4.4% | +49.0% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling