+45,672.9%
TJX vs COO
+5,988.7%
+39,684.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -2.2% | -2.2% | 0.0% | -2.1% |
| 30D | -17.1% | -7.0% | -10.1% | -16.7% |
| 3M | -16.5% | +12.2% | -28.7% | -17.3% |
| 6M | -17.8% | -15.1% | -2.7% | -16.8% |
| YTD | -13.2% | -15.1% | +1.9% | -12.2% |
| 1Y | -5.2% | +2.3% | -7.5% | -5.6% |
| 3Y | +48.2% | -23.7% | +71.9% | +50.3% |
| 5Y | +99.8% | -38.9% | +138.7% | +105.5% |
| 10Y | +291.1% | +49.9% | +241.2% | +277.4% |
| All | +45,672.9% | +5,988.7% | +39,684.2% | +36,552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling