+46,630.9%
TJX vs B
+659.1%
+45,971.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.3% | -7.3% | +7.0% | -0.2% |
| 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% | -7.4% |
| YTD | -11.4% | -12.3% | +0.9% | -11.4% |
| 1Y | -7.0% | +5.4% | -12.4% | -7.5% |
| 3Y | +53.3% | +165.5% | -112.3% | +48.6% |
| 5Y | +109.9% | +107.0% | +2.9% | +104.1% |
| 10Y | +310.0% | +210.6% | +99.4% | +292.8% |
| All | +46,630.9% | +659.1% | +45,971.7% | +50,668.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling