+1,262.1%
TJX vs COPX
+179.5%
+1,082.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -2.3% | -2.2% | -4.2% |
| 30D | -17.2% | +0.3% | -17.4% | -17.5% |
| 3M | -24.9% | +6.8% | -31.7% | -26.6% |
| 6M | -19.7% | +7.9% | -27.6% | -22.6% |
| YTD | -17.2% | +23.7% | -40.9% | -23.6% |
| 1Y | -9.4% | +71.5% | -81.0% | -23.5% |
| 3Y | +43.1% | +149.1% | -106.0% | +6.4% |
| 5Y | +96.7% | +167.3% | -70.6% | +39.6% |
| 10Y | +287.7% | +568.5% | -280.8% | +103.8% |
| All | +1,262.1% | +179.5% | +1,082.6% | +720.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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