+283.6%
TJX vs BBY
+252.7%
+30.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.2% |
| 7D | -4.6% | +0.6% | -5.2% | -4.8% |
| 30D | -17.2% | +9.4% | -26.6% | -19.4% |
| 3M | -24.9% | +19.3% | -44.2% | -29.0% |
| 6M | -19.7% | +47.9% | -67.6% | -29.2% |
| YTD | -17.2% | +39.6% | -56.8% | -26.1% |
| 1Y | -9.4% | +22.2% | -31.6% | -16.3% |
| 3Y | +43.1% | +45.0% | -1.9% | +18.9% |
| 5Y | +96.7% | +2.6% | +94.1% | +77.4% |
| All | +283.6% | +252.7% | +30.9% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling