+97.2%
TJX vs BHP
+110.7%
-13.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -3.6% | -1.0% | -4.2% |
| 30D | -17.2% | -1.2% | -16.0% | -17.1% |
| 3M | -24.9% | +1.2% | -26.1% | -25.2% |
| 6M | -19.7% | +21.4% | -41.1% | -22.5% |
| YTD | -17.2% | +50.4% | -67.6% | -23.1% |
| 1Y | -9.4% | +67.5% | -76.9% | -17.5% |
| 3Y | +43.1% | +72.8% | -29.7% | +27.7% |
| All | +97.2% | +110.7% | -13.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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