-21.2%
BSX vs TJX
+42.7%
-63.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -10.1% | -4.6% | -5.5% | -8.7% |
| 30D | -16.4% | -17.2% | +0.7% | -11.6% |
| 3M | -8.9% | -24.9% | +16.0% | -1.0% |
| 6M | -38.3% | -19.7% | -18.6% | -34.4% |
| YTD | -54.9% | -17.2% | -37.7% | -52.6% |
| 1Y | -58.8% | -9.4% | -49.4% | -58.0% |
| 3Y | -21.2% | +43.1% | -64.3% | -30.2% |
| All | -21.2% | +42.7% | -63.9% | -30.2% |
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