+4,569.6%
COP vs TJX
+44,323.9%
-39,754.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -0.5% | -4.0% | +3.5% | +0.4% |
| 30D | +11.7% | -20.3% | +32.1% | +17.5% |
| 3M | +17.7% | -23.3% | +40.9% | +24.7% |
| 6M | +18.3% | -19.7% | +38.0% | +23.6% |
| YTD | +49.1% | -17.1% | +66.2% | +54.5% |
| 1Y | +53.3% | -8.8% | +62.1% | +55.3% |
| 3Y | +22.2% | +43.4% | -21.2% | +10.7% |
| 5Y | +193.3% | +95.2% | +98.1% | +144.6% |
| 10Y | +340.2% | +288.1% | +52.2% | +220.4% |
| All | +4,569.6% | +44,323.9% | -39,754.3% | +1,752.0% |
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 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