+98.5%
TJX vs PCOR
-43.2%
+141.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.0% |
| 7D | -3.3% | -6.9% | +3.7% | -2.4% |
| 30D | -19.9% | -1.5% | -18.3% | -19.8% |
| 3M | -19.0% | +18.5% | -37.5% | -21.1% |
| 6M | -18.6% | -4.7% | -13.9% | -18.9% |
| YTD | -15.3% | -22.8% | +7.5% | -13.4% |
| 1Y | -7.3% | -20.7% | +13.4% | -6.0% |
| 3Y | +46.6% | -14.6% | +61.1% | +42.4% |
| 5Y | +98.5% | -40.7% | +139.2% | +93.6% |
| All | +98.5% | -43.2% | +141.7% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling