+4,533.3%
TJX vs BB
+261.2%
+4,272.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.6% | -2.0% |
| 7D | -4.0% | +1.8% | -5.8% | -4.1% |
| 30D | -20.3% | -12.2% | -8.1% | -19.5% |
| 3M | -23.3% | -12.3% | -10.9% | -23.1% |
| 6M | -19.7% | +122.7% | -142.4% | -26.4% |
| YTD | -17.1% | +104.5% | -121.6% | -23.5% |
| 1Y | -8.8% | +106.7% | -115.5% | -16.2% |
| 3Y | +43.4% | +70.0% | -26.6% | +30.1% |
| 5Y | +95.2% | -27.8% | +123.0% | +87.2% |
| 10Y | +288.1% | +2.4% | +285.7% | +229.3% |
| All | +4,533.3% | +261.2% | +4,272.1% | +2,748.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling