+25.2%
COP vs TJX
+42.7%
-17.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.3% | -4.6% | +6.9% | +2.4% |
| 30D | +8.6% | -17.2% | +25.8% | +9.3% |
| 3M | +19.9% | -24.9% | +44.8% | +21.2% |
| 6M | +19.0% | -19.7% | +38.7% | +19.8% |
| YTD | +50.0% | -17.2% | +67.2% | +50.0% |
| 1Y | +50.5% | -9.4% | +59.9% | +48.2% |
| 3Y | +25.2% | +43.1% | -17.9% | +14.6% |
| All | +25.2% | +42.7% | -17.5% | +14.6% |
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 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