+95.2%
TJX vs B
+154.7%
-59.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.2% |
| 7D | -4.0% | +1.0% | -5.0% | -4.0% |
| 30D | -20.3% | +9.5% | -29.8% | -20.6% |
| 3M | -23.3% | +14.3% | -37.6% | -23.7% |
| 6M | -19.7% | -1.9% | -17.9% | -19.8% |
| YTD | -17.1% | +4.1% | -21.2% | -17.7% |
| 1Y | -8.8% | +56.1% | -64.9% | -11.9% |
| 3Y | +43.4% | +202.0% | -158.6% | +31.5% |
| 5Y | +95.2% | +158.8% | -63.6% | +72.8% |
| All | +95.2% | +154.7% | -59.4% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling