+97.2%
TJX vs BLK
+32.0%
+65.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -4.6% | -3.3% | -1.3% | -3.4% |
| 30D | -17.2% | -6.5% | -10.6% | -15.1% |
| 3M | -24.9% | +6.7% | -31.7% | -27.0% |
| 6M | -19.7% | +14.7% | -34.4% | -24.2% |
| YTD | -17.2% | +2.5% | -19.7% | -19.0% |
| 1Y | -9.4% | -2.8% | -6.7% | -9.6% |
| 3Y | +43.1% | +65.9% | -22.8% | +9.6% |
| All | +97.2% | +32.0% | +65.2% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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