+283.6%
TJX vs COR
+406.5%
-122.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -2.8% | -1.8% | -3.7% |
| 30D | -17.2% | +2.6% | -19.7% | -17.9% |
| 3M | -24.9% | +14.5% | -39.4% | -28.2% |
| 6M | -19.7% | -7.8% | -11.9% | -18.3% |
| YTD | -17.2% | -4.2% | -13.0% | -17.3% |
| 1Y | -9.4% | +7.0% | -16.4% | -13.1% |
| 3Y | +43.1% | +85.5% | -42.4% | +11.5% |
| 5Y | +96.7% | +181.2% | -84.5% | +30.2% |
| All | +283.6% | +406.5% | -122.8% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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