+120.2%
BKR vs TJX
+287.7%
-167.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -7.0% | -4.6% | -2.4% | -4.9% |
| 30D | -8.1% | -17.2% | +9.0% | +0.6% |
| 3M | -6.6% | -24.9% | +18.3% | +6.9% |
| 6M | +0.9% | -19.7% | +20.5% | +11.1% |
| YTD | +31.1% | -17.2% | +48.3% | +41.8% |
| 1Y | +27.7% | -9.4% | +37.1% | +31.3% |
| 3Y | +71.2% | +43.1% | +28.1% | +35.9% |
| 5Y | +177.6% | +96.7% | +80.9% | +78.5% |
| All | +120.2% | +287.7% | -167.6% | +4.7% |
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