+97.3%
TJX vs BIL
+19.4%
+77.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.4% | +0.1% | -4.4% | -4.4% |
| 30D | -18.6% | +0.3% | -18.9% | -18.7% |
| 3M | -24.4% | +0.9% | -25.3% | -24.6% |
| 6M | -20.2% | +1.8% | -22.0% | -20.4% |
| YTD | -16.9% | +2.5% | -19.4% | -17.2% |
| 1Y | -8.5% | +3.7% | -12.2% | -8.8% |
| 3Y | +43.7% | +14.1% | +29.6% | +25.6% |
| 5Y | +97.3% | +19.4% | +77.9% | +31.8% |
| All | +97.3% | +19.4% | +77.9% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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