+108.3%
TJX vs BIL
+20.3%
+88.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -5.6% | +0.3% | -5.9% | -5.8% |
| 3M | -12.3% | +1.0% | -13.3% | -12.9% |
| 6M | -7.7% | +1.9% | -9.6% | -8.3% |
| YTD | -11.4% | +3.2% | -14.6% | -11.9% |
| 1Y | -7.0% | +3.7% | -10.7% | -7.5% |
| 3Y | +53.3% | +13.8% | +39.4% | +36.4% |
| All | +108.3% | +20.3% | +88.1% | +36.7% |
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