-5.2%
TJX vs PCOR
-14.7%
+9.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | -0.1% |
| 7D | -2.2% | -9.0% | +6.7% | -2.2% |
| 30D | -17.1% | +4.2% | -21.3% | -17.2% |
| 3M | -16.5% | +14.4% | -30.9% | -17.0% |
| 6M | -17.8% | +0.2% | -18.0% | -18.4% |
| YTD | -13.2% | -20.3% | +7.0% | -13.9% |
| 1Y | -5.2% | -16.1% | +10.9% | -6.3% |
| All | -5.2% | -14.7% | +9.5% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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