+4,854.9%
TJX vs BLK
+12,998.0%
-8,143.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -4.6% | -3.3% | -1.3% | -3.5% |
| 30D | -17.2% | -6.5% | -10.6% | -15.3% |
| 3M | -24.9% | +6.7% | -31.7% | -26.8% |
| 6M | -19.7% | +14.7% | -34.4% | -23.7% |
| YTD | -17.2% | +2.5% | -19.7% | -18.7% |
| 1Y | -9.4% | -2.8% | -6.7% | -9.7% |
| 3Y | +43.1% | +65.9% | -22.8% | +17.1% |
| 5Y | +96.7% | +33.0% | +63.7% | +71.4% |
| 10Y | +287.7% | +281.2% | +6.5% | +139.6% |
| All | +4,854.9% | +12,998.0% | -8,143.1% | +1,573.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling