+606.1%
COST vs TJX
+287.7%
+318.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.2% | -4.6% | +3.4% | +0.3% |
| 30D | -4.7% | -17.2% | +12.4% | +1.2% |
| 3M | -7.1% | -24.9% | +17.8% | +1.7% |
| 6M | -8.5% | -19.7% | +11.1% | -2.2% |
| YTD | +5.4% | -17.2% | +22.6% | +11.5% |
| 1Y | -5.6% | -9.4% | +3.8% | -3.1% |
| 3Y | +68.5% | +43.1% | +25.4% | +49.7% |
| 5Y | +105.2% | +96.7% | +8.5% | +64.4% |
| All | +606.1% | +287.7% | +318.3% | +332.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling