+316.4%
TJX vs B
+216.6%
+99.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.3% | -7.3% | +7.0% | -0.1% |
| 30D | -5.6% | -3.3% | -2.2% | -5.5% |
| 3M | -12.3% | -7.8% | -4.6% | -12.2% |
| 6M | -7.7% | -15.5% | +7.9% | -7.3% |
| YTD | -11.4% | -12.3% | +0.9% | -11.4% |
| 1Y | -7.0% | +5.4% | -12.4% | -7.8% |
| 3Y | +53.3% | +165.5% | -112.3% | +45.1% |
| 5Y | +109.9% | +107.0% | +2.9% | +98.9% |
| All | +316.4% | +216.6% | +99.9% | +296.4% |
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