+97.2%
TJX vs BAX
-68.1%
+165.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -4.6% | -7.9% | +3.3% | -3.6% |
| 30D | -17.2% | -11.7% | -5.5% | -15.8% |
| 3M | -24.9% | +16.2% | -41.1% | -26.6% |
| 6M | -19.7% | +32.0% | -51.6% | -22.9% |
| YTD | -17.2% | +24.7% | -41.9% | -20.5% |
| 1Y | -9.4% | -2.6% | -6.8% | -10.3% |
| 3Y | +43.1% | -35.0% | +78.0% | +48.3% |
| All | +97.2% | -68.1% | +165.3% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling