+283.6%
TJX vs COO
+17.0%
+266.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.6% | -22.5% | +17.9% | +3.4% |
| 30D | -17.2% | -29.7% | +12.6% | -7.2% |
| 3M | -24.9% | -20.1% | -4.8% | -19.8% |
| 6M | -19.7% | -26.9% | +7.2% | -11.7% |
| YTD | -17.2% | -34.2% | +17.0% | -5.8% |
| 1Y | -9.4% | -21.3% | +11.8% | -3.8% |
| 3Y | +43.1% | -38.7% | +81.7% | +59.8% |
| 5Y | +96.7% | -52.2% | +148.9% | +140.4% |
| All | +283.6% | +17.0% | +266.7% | +251.9% |
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