+119.3%
TJX vs PCOR
-9.2%
+128.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | +20.7% | -21.2% | -2.9% |
| 30D | -1.3% | +35.7% | -37.0% | -5.0% |
| 3M | -13.5% | +31.1% | -44.6% | -16.6% |
| 6M | -10.1% | +43.1% | -53.3% | -14.6% |
| YTD | -10.0% | +4.8% | -14.9% | -11.7% |
| 1Y | -5.5% | -3.7% | -1.9% | -6.2% |
| 3Y | +55.5% | +46.5% | +9.0% | +41.1% |
| 5Y | +112.6% | -17.3% | +129.9% | +94.5% |
| All | +119.3% | -9.2% | +128.5% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling