+60.7%
BMY vs TJX
+287.7%
-227.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.8% | -4.6% | -0.2% | -3.8% |
| 30D | -0.1% | -17.2% | +17.1% | +4.1% |
| 3M | +13.1% | -24.9% | +38.0% | +20.3% |
| 6M | +8.4% | -19.7% | +28.1% | +13.6% |
| YTD | +22.0% | -17.2% | +39.2% | +26.8% |
| 1Y | +40.3% | -9.4% | +49.7% | +43.0% |
| 3Y | +20.5% | +43.1% | -22.6% | +10.7% |
| 5Y | +23.7% | +96.7% | -73.0% | +4.3% |
| All | +60.7% | +287.7% | -227.0% | +13.6% |
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 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