+2,303.7%
TJX vs BIL
+30.4%
+2,273.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.3% | +0.1% | -3.3% | -3.1% |
| 30D | -19.9% | +0.3% | -20.1% | -19.3% |
| 3M | -19.0% | +0.9% | -19.9% | -17.3% |
| 6M | -18.6% | +1.8% | -20.4% | -15.0% |
| YTD | -15.3% | +2.5% | -17.8% | -10.3% |
| 1Y | -7.3% | +3.7% | -11.0% | +1.0% |
| 3Y | +46.6% | +14.1% | +32.5% | +100.7% |
| 5Y | +98.5% | +19.4% | +79.1% | +204.4% |
| 10Y | +289.1% | +25.3% | +263.8% | +580.6% |
| All | +2,303.7% | +30.4% | +2,273.3% | +3,774.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling