+97.2%
TJX vs BB
-26.5%
+123.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -17.2% | -12.5% | -4.6% | -16.4% |
| 3M | -24.9% | -17.4% | -7.5% | -24.4% |
| 6M | -19.7% | +119.1% | -138.8% | -27.8% |
| YTD | -17.2% | +102.4% | -119.6% | -25.0% |
| 1Y | -9.4% | +98.2% | -107.6% | -18.2% |
| 3Y | +43.1% | +46.9% | -3.9% | +30.9% |
| All | +97.2% | -26.5% | +123.7% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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