+118.5%
TJX vs PCOR
-8.1%
+126.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.5% | +2.2% | -3.7% | -1.8% |
| 30D | -3.6% | +37.4% | -41.0% | -7.3% |
| 3M | -10.3% | +33.2% | -43.5% | -13.7% |
| 6M | -8.6% | +60.6% | -69.2% | -14.4% |
| YTD | -10.3% | +6.2% | -16.5% | -12.1% |
| 1Y | -6.4% | -1.1% | -5.4% | -7.4% |
| 3Y | +55.0% | +48.4% | +6.6% | +40.4% |
| 5Y | +112.4% | -13.1% | +125.5% | +93.8% |
| All | +118.5% | -8.1% | +126.6% | +101.7% |
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