+62.9%
KO vs TJX
+43.2%
+19.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -4.4% | +3.3% | +0.1% |
| 30D | +1.6% | -18.6% | +20.1% | +7.6% |
| 3M | +5.8% | -24.4% | +30.1% | +14.2% |
| 6M | +14.3% | -20.2% | +34.5% | +21.6% |
| YTD | +27.3% | -16.9% | +44.2% | +33.8% |
| 1Y | +33.2% | -8.5% | +41.7% | +36.3% |
| All | +62.9% | +43.2% | +19.8% | +44.2% |
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