+96.9%
TJX vs COO
-43.5%
+140.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.2% | +4.0% | -0.7% |
| 7D | -4.0% | -9.0% | +5.0% | -1.8% |
| 30D | -20.3% | -16.8% | -3.5% | -16.8% |
| 3M | -23.3% | -7.5% | -15.8% | -22.0% |
| 6M | -19.7% | -16.3% | -3.5% | -16.6% |
| YTD | -17.1% | -22.5% | +5.4% | -12.4% |
| 1Y | -8.8% | -7.0% | -1.8% | -8.1% |
| 3Y | +43.4% | -27.5% | +70.8% | +49.5% |
| All | +96.9% | -43.5% | +140.4% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling