-16.2%
BA vs TJX
+53.4%
-69.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -7.1% | -5.6% | -1.5% | -5.0% |
| 3M | -25.5% | -12.3% | -13.2% | -21.8% |
| 6M | -28.7% | -7.7% | -21.0% | -27.2% |
| YTD | -21.0% | -11.4% | -9.6% | -17.9% |
| 1Y | -11.9% | -7.0% | -4.8% | -10.3% |
| 3Y | -16.2% | +53.3% | -69.4% | -24.8% |
| All | -16.2% | +53.4% | -69.5% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling