-8.5%
BX vs TJX
+4.8%
-13.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.1% | +4.9% |
| 7D | +8.3% | +4.6% | +3.7% | +7.1% |
| 30D | +13.5% | +7.7% | +5.8% | +11.8% |
| 3M | -7.6% | -7.8% | +0.2% | -7.6% |
| 6M | +4.0% | -5.8% | +9.8% | +3.0% |
| YTD | -15.2% | -4.9% | -10.3% | -16.0% |
| 1Y | -8.5% | +3.2% | -11.6% | -13.3% |
| All | -8.5% | +4.8% | -13.3% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling