+283.6%
TJX vs BG
+166.7%
+117.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -4.6% | +3.1% | -7.7% | -5.4% |
| 30D | -17.2% | +10.2% | -27.4% | -19.3% |
| 3M | -24.9% | -1.7% | -23.2% | -24.9% |
| 6M | -19.7% | +1.0% | -20.6% | -20.6% |
| YTD | -17.2% | +39.9% | -57.1% | -25.3% |
| 1Y | -9.4% | +53.2% | -62.6% | -20.6% |
| 3Y | +43.1% | +16.3% | +26.8% | +33.2% |
| 5Y | +96.7% | +83.9% | +12.8% | +52.1% |
| All | +283.6% | +166.7% | +117.0% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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