+283.6%
TJX vs BAX
-38.1%
+321.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -4.6% | -7.9% | +3.3% | -2.8% |
| 30D | -17.2% | -11.7% | -5.5% | -14.8% |
| 3M | -24.9% | +16.2% | -41.1% | -27.9% |
| 6M | -19.7% | +32.0% | -51.6% | -25.4% |
| YTD | -17.2% | +24.7% | -41.9% | -23.0% |
| 1Y | -9.4% | -2.6% | -6.8% | -10.8% |
| 3Y | +43.1% | -35.0% | +78.0% | +52.2% |
| 5Y | +96.7% | -67.6% | +164.3% | +167.5% |
| All | +283.6% | -38.1% | +321.8% | +358.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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