+97.2%
TJX vs BBWI
-67.2%
+164.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -1.3% |
| 7D | -4.6% | -4.8% | +0.2% | -3.9% |
| 30D | -17.2% | +3.5% | -20.6% | -17.8% |
| 3M | -24.9% | -0.3% | -24.6% | -25.4% |
| 6M | -19.7% | -5.4% | -14.3% | -20.1% |
| YTD | -17.2% | -4.7% | -12.5% | -18.1% |
| 1Y | -9.4% | -30.5% | +21.1% | -6.1% |
| 3Y | +43.1% | -44.3% | +87.4% | +47.9% |
| All | +97.2% | -67.2% | +164.4% | +134.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling