-29.5%
BITO vs TJX
-1.0%
-28.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.8% | -5.2% |
| 7D | -5.9% | -2.0% | -4.0% | -6.0% |
| 30D | -11.5% | +1.1% | -12.7% | -11.3% |
| 3M | +15.6% | -13.1% | +28.7% | +12.4% |
| 6M | -8.9% | -10.0% | +1.1% | -11.0% |
| YTD | -15.9% | -8.9% | -6.9% | -16.0% |
| 1Y | -29.5% | -2.4% | -27.1% | -25.9% |
| All | -29.5% | -1.0% | -28.5% | -25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling