+46,073.6%
TJX vs COR
+17,211.5%
+28,862.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.0% |
| 7D | -3.3% | -1.9% | -1.4% | -2.8% |
| 30D | -19.9% | +1.5% | -21.4% | -20.2% |
| 3M | -19.0% | +18.7% | -37.7% | -22.3% |
| 6M | -18.6% | -9.0% | -9.5% | -17.4% |
| YTD | -15.3% | -3.3% | -12.0% | -15.5% |
| 1Y | -7.3% | +9.8% | -17.2% | -10.5% |
| 3Y | +46.6% | +87.4% | -40.8% | +24.1% |
| 5Y | +98.5% | +180.5% | -82.0% | +52.2% |
| 10Y | +289.1% | +398.1% | -109.1% | +156.7% |
| All | +46,073.6% | +17,211.5% | +28,862.1% | +16,310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling