+71.2%
BKR vs TJX
+42.7%
+28.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -7.0% | -4.6% | -2.4% | -6.2% |
| 30D | -8.1% | -17.2% | +9.0% | -5.1% |
| 3M | -6.6% | -24.9% | +18.3% | -1.7% |
| 6M | +0.9% | -19.7% | +20.5% | +4.3% |
| YTD | +31.1% | -17.2% | +48.3% | +34.4% |
| 1Y | +27.7% | -9.4% | +37.1% | +27.3% |
| 3Y | +71.2% | +43.1% | +28.1% | +51.2% |
| All | +71.2% | +42.7% | +28.5% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling