+32.7%
KO vs TJX
-4.4%
+37.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -1.8% | -2.2% | +0.5% | -1.1% |
| 30D | +1.4% | -17.1% | +18.6% | +7.4% |
| 3M | +15.4% | -16.5% | +31.9% | +21.5% |
| 6M | +14.3% | -17.8% | +32.1% | +21.2% |
| YTD | +27.7% | -13.2% | +40.9% | +33.0% |
| 1Y | +32.7% | -5.2% | +37.9% | +35.1% |
| All | +32.7% | -4.4% | +37.1% | +35.1% |
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 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