+284.9%
TJX vs B
+209.1%
+75.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.3% |
| 7D | -4.4% | -5.0% | +0.7% | -4.2% |
| 30D | -18.6% | +8.7% | -27.3% | -18.8% |
| 3M | -24.4% | +17.3% | -41.7% | -24.8% |
| 6M | -20.2% | -5.0% | -15.2% | -20.3% |
| YTD | -16.9% | +1.4% | -18.4% | -17.3% |
| 1Y | -8.5% | +50.5% | -59.0% | -10.5% |
| 3Y | +43.7% | +194.4% | -150.6% | +36.4% |
| 5Y | +97.3% | +156.7% | -59.3% | +86.8% |
| All | +284.9% | +209.1% | +75.7% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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