+316.4%
TJX vs COO
+41.1%
+275.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | -5.6% | +14.2% | -19.7% | -9.6% |
| 3M | -12.3% | -18.2% | +5.9% | -6.8% |
| 6M | -7.7% | +5.3% | -13.0% | -10.5% |
| YTD | -11.4% | -23.6% | +12.2% | -4.3% |
| 1Y | -7.0% | -12.7% | +5.6% | -4.3% |
| 3Y | +53.3% | -24.2% | +77.5% | +58.6% |
| 5Y | +109.9% | -40.0% | +149.9% | +135.6% |
| All | +316.4% | +41.1% | +275.3% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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