-7.0%
TJX vs COO
-12.3%
+5.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -5.6% | +14.2% | -19.7% | -7.6% |
| 3M | -12.3% | -18.2% | +5.9% | -8.7% |
| 6M | -7.7% | +5.3% | -13.0% | -9.8% |
| YTD | -11.4% | -23.6% | +12.2% | -8.2% |
| 1Y | -7.0% | -12.7% | +5.6% | -7.1% |
| All | -7.0% | -12.3% | +5.3% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling