+4,224.1%
KO vs TJX
+44,429.6%
-40,205.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -4.4% | +3.3% | -0.2% |
| 30D | +1.6% | -18.6% | +20.1% | +5.7% |
| 3M | +5.8% | -24.4% | +30.1% | +11.7% |
| 6M | +14.3% | -20.2% | +34.5% | +19.3% |
| YTD | +27.3% | -16.9% | +44.2% | +31.8% |
| 1Y | +33.2% | -8.5% | +41.7% | +35.2% |
| 3Y | +64.5% | +43.7% | +20.7% | +52.2% |
| 5Y | +83.1% | +97.3% | -14.2% | +57.3% |
| 10Y | +183.9% | +289.0% | -105.1% | +110.7% |
| All | +4,224.1% | +44,429.6% | -40,205.5% | +1,160.1% |
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 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