-5.2%
TJX vs CORZ
+32.3%
-37.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.2% | +8.4% | -10.6% | -2.0% |
| 30D | -17.1% | -17.8% | +0.7% | -17.7% |
| 3M | -16.5% | -35.9% | +19.4% | -17.1% |
| 6M | -17.8% | +12.9% | -30.7% | -18.0% |
| YTD | -13.2% | +22.9% | -36.1% | -13.3% |
| 1Y | -5.2% | +31.4% | -36.5% | -5.8% |
| All | -5.2% | +32.3% | -37.5% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling