+209.9%
BKNG vs TJX
+289.0%
-79.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -10.7% | -4.4% | -6.3% | -8.2% |
| 30D | -18.1% | -18.6% | +0.5% | -7.6% |
| 3M | +8.5% | -24.4% | +32.9% | +27.8% |
| 6M | -0.1% | -20.2% | +20.2% | +13.8% |
| YTD | -18.2% | -16.9% | -1.3% | -9.5% |
| 1Y | -19.9% | -8.5% | -11.4% | -16.4% |
| 3Y | +41.6% | +43.7% | -2.1% | +11.3% |
| 5Y | +93.1% | +97.3% | -4.2% | +23.3% |
| All | +209.9% | +289.0% | -79.1% | +45.5% |
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