+283.6%
TJX vs BAH
+207.9%
+75.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | +4.3% | -8.8% | -5.6% |
| 30D | -17.2% | -2.5% | -14.7% | -16.8% |
| 3M | -24.9% | -0.9% | -24.0% | -25.1% |
| 6M | -19.7% | +1.5% | -21.1% | -20.8% |
| YTD | -17.2% | -8.0% | -9.2% | -17.0% |
| 1Y | -9.4% | -24.7% | +15.3% | -4.7% |
| 3Y | +43.1% | -28.4% | +71.5% | +45.4% |
| 5Y | +96.7% | +2.8% | +93.9% | +71.3% |
| All | +283.6% | +207.9% | +75.7% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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