-29.9%
BITO vs TJX
-4.4%
-25.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +2.9% | -2.2% | +5.1% | +2.3% |
| 30D | +22.6% | -17.1% | +39.7% | +18.4% |
| 3M | +24.7% | -16.5% | +41.1% | +20.7% |
| 6M | +7.5% | -17.8% | +25.3% | +2.7% |
| YTD | -10.8% | -13.2% | +2.4% | -11.7% |
| 1Y | -29.9% | -5.2% | -24.7% | -26.6% |
| All | -29.9% | -4.4% | -25.5% | -26.6% |
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