-8.5%
TJX vs B
+51.2%
-59.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.2% |
| 7D | -4.4% | -5.0% | +0.7% | -4.5% |
| 30D | -18.6% | +8.7% | -27.3% | -18.4% |
| 3M | -24.4% | +17.3% | -41.7% | -23.9% |
| 6M | -20.2% | -5.0% | -15.2% | -20.5% |
| YTD | -16.9% | +1.4% | -18.4% | -17.0% |
| 1Y | -8.5% | +50.5% | -59.0% | -7.4% |
| All | -8.5% | +51.2% | -59.7% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling