+1,284.4%
TJX vs BAH
+876.9%
+407.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.2% |
| 7D | -3.3% | -4.3% | +1.1% | -2.3% |
| 30D | -19.9% | -4.5% | -15.4% | -19.1% |
| 3M | -19.0% | -7.6% | -11.4% | -18.0% |
| 6M | -18.6% | -10.6% | -8.0% | -17.3% |
| YTD | -15.3% | -12.6% | -2.7% | -14.1% |
| 1Y | -7.3% | -27.0% | +19.6% | -2.5% |
| 3Y | +46.6% | -31.5% | +78.1% | +51.7% |
| 5Y | +98.5% | -3.8% | +102.3% | +84.8% |
| 10Y | +289.1% | +183.9% | +105.1% | +189.6% |
| All | +1,284.4% | +876.9% | +407.5% | +721.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling