+661.1%
BX vs TJX
+287.7%
+373.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -5.6% | -4.6% | -1.0% | -2.9% |
| 30D | -12.2% | -17.2% | +4.9% | -1.9% |
| 3M | +7.4% | -24.9% | +32.3% | +26.8% |
| 6M | +22.2% | -19.7% | +41.8% | +37.8% |
| YTD | -14.0% | -17.2% | +3.2% | -5.2% |
| 1Y | -27.3% | -9.4% | -17.9% | -24.3% |
| 3Y | +24.5% | +43.1% | -18.5% | -2.8% |
| 5Y | +18.9% | +96.7% | -77.8% | -23.6% |
| All | +661.1% | +287.7% | +373.3% | +265.1% |
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