+23.3%
BA vs TJX
+309.3%
-285.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.9% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -7.1% | -5.6% | -1.5% | -3.1% |
| 3M | -25.5% | -12.3% | -13.2% | -18.2% |
| 6M | -28.7% | -7.7% | -21.0% | -25.5% |
| YTD | -21.0% | -11.4% | -9.6% | -15.1% |
| 1Y | -11.9% | -7.0% | -4.8% | -9.0% |
| 3Y | -16.2% | +53.3% | -69.4% | -43.3% |
| 5Y | -22.4% | +109.9% | -132.3% | -60.5% |
| All | +23.3% | +309.3% | -285.9% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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