+1,003.0%
BE vs TJX
+190.1%
+812.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +7.0% | +6.9% |
| 7D | +9.0% | -4.6% | +13.6% | +12.9% |
| 30D | +16.3% | -17.2% | +33.4% | +34.2% |
| 3M | +10.8% | -24.9% | +35.7% | +35.6% |
| 6M | +73.2% | -19.7% | +92.9% | +99.0% |
| YTD | +217.4% | -17.2% | +234.6% | +253.3% |
| 1Y | +309.8% | -9.4% | +319.2% | +317.6% |
| 3Y | +1,726.2% | +43.1% | +1,683.1% | +1,128.0% |
| 5Y | +1,306.2% | +96.7% | +1,209.5% | +611.4% |
| All | +1,003.0% | +190.1% | +812.9% | +203.0% |
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