+73.1%
BAC vs TJX
+95.5%
-22.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | 0.0% | -4.6% | +4.6% | +2.2% |
| 30D | -2.8% | -17.2% | +14.4% | +6.1% |
| 3M | +14.2% | -24.9% | +39.1% | +30.2% |
| 6M | +30.5% | -19.7% | +50.2% | +43.6% |
| YTD | +15.8% | -17.2% | +33.0% | +25.4% |
| 1Y | +26.2% | -9.4% | +35.6% | +30.4% |
| 3Y | +136.5% | +43.1% | +93.4% | +91.4% |
| All | +73.1% | +95.5% | -22.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling