+43,607.4%
TJX vs BAX
+844.7%
+42,762.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.6% |
| 7D | -4.0% | -5.1% | +1.1% | -2.5% |
| 30D | -20.3% | -12.2% | -8.2% | -17.4% |
| 3M | -23.3% | +21.8% | -45.1% | -28.0% |
| 6M | -19.7% | +36.3% | -56.0% | -27.4% |
| YTD | -17.1% | +27.8% | -44.9% | -24.5% |
| 1Y | -8.8% | -0.1% | -8.7% | -11.4% |
| 3Y | +43.4% | -33.3% | +76.7% | +50.9% |
| 5Y | +95.2% | -67.1% | +162.3% | +151.8% |
| 10Y | +288.1% | -36.9% | +325.0% | +302.3% |
| All | +43,607.4% | +844.7% | +42,762.7% | +14,972.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling