+24.5%
BX vs TJX
+42.7%
-18.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -5.6% | -4.6% | -1.0% | -3.4% |
| 30D | -12.2% | -17.2% | +4.9% | -3.7% |
| 3M | +7.4% | -24.9% | +32.3% | +23.7% |
| 6M | +22.2% | -19.7% | +41.8% | +34.8% |
| YTD | -14.0% | -17.2% | +3.2% | -7.3% |
| 1Y | -27.3% | -9.4% | -17.9% | -26.6% |
| 3Y | +24.5% | +43.1% | -18.5% | -8.0% |
| All | +24.5% | +42.7% | -18.2% | -8.0% |
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