+97.2%
TJX vs BLDR
+10.9%
+86.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.7% |
| 7D | -4.6% | -8.2% | +3.7% | -3.1% |
| 30D | -17.2% | -16.6% | -0.5% | -14.5% |
| 3M | -24.9% | -23.2% | -1.7% | -21.9% |
| 6M | -19.7% | -33.7% | +14.1% | -14.5% |
| YTD | -17.2% | -41.3% | +24.1% | -10.4% |
| 1Y | -9.4% | -58.8% | +49.4% | +4.9% |
| 3Y | +43.1% | -57.5% | +100.5% | +54.9% |
| All | +97.2% | +10.9% | +86.3% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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