+43.5%
TJX vs BBWI
-48.6%
+92.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -4.4% | -8.0% | +3.6% | -3.6% |
| 30D | -18.6% | -6.6% | -11.9% | -18.1% |
| 3M | -24.4% | -2.7% | -21.7% | -24.5% |
| 6M | -20.2% | -12.8% | -7.5% | -19.8% |
| YTD | -16.9% | -10.5% | -6.5% | -16.9% |
| 1Y | -8.5% | -35.3% | +26.8% | -5.3% |
| All | +43.5% | -48.6% | +92.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling