+102.0%
TJX vs PCOR
-35.6%
+137.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.5% | -1.7% |
| 7D | -4.0% | -9.0% | +5.1% | -2.9% |
| 30D | -20.3% | -7.0% | -13.4% | -19.8% |
| 3M | -23.3% | +18.3% | -41.6% | -25.1% |
| 6M | -19.7% | -7.8% | -11.9% | -19.7% |
| YTD | -17.1% | -25.6% | +8.5% | -15.0% |
| 1Y | -8.8% | -22.7% | +13.9% | -7.3% |
| 3Y | +43.4% | -17.7% | +61.1% | +40.3% |
| 5Y | +95.2% | -42.0% | +137.3% | +86.5% |
| All | +102.0% | -35.6% | +137.5% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling