+44,577.7%
TJX vs BBWI
+999.2%
+43,578.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.4% |
| 7D | -3.3% | +1.6% | -4.8% | -3.8% |
| 30D | -19.9% | -6.2% | -13.6% | -18.6% |
| 3M | -19.0% | +4.3% | -23.4% | -21.3% |
| 6M | -18.6% | -7.2% | -11.4% | -19.3% |
| YTD | -15.3% | -3.0% | -12.3% | -17.9% |
| 1Y | -7.3% | -30.8% | +23.4% | -2.5% |
| 3Y | +46.6% | -43.4% | +90.0% | +52.0% |
| 5Y | +98.5% | -66.7% | +165.2% | +130.9% |
| 10Y | +289.1% | -55.7% | +344.7% | +223.1% |
| All | +44,577.7% | +999.2% | +43,578.6% | +8,500.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling