+43.1%
TJX vs BDX
-10.0%
+53.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -3.2% | -1.4% | -4.2% |
| 30D | -17.2% | -2.5% | -14.6% | -16.9% |
| 3M | -24.9% | +21.4% | -46.3% | -27.1% |
| 6M | -19.7% | +10.4% | -30.1% | -21.1% |
| YTD | -17.2% | +18.8% | -36.0% | -19.7% |
| 1Y | -9.4% | +21.7% | -31.1% | -12.6% |
| 3Y | +43.1% | -10.0% | +53.0% | +42.2% |
| All | +43.1% | -10.0% | +53.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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