+43,607.4%
TJX vs BN
+14,569.7%
+29,037.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | -4.0% | -3.0% | -1.0% | -3.0% |
| 30D | -20.3% | -13.0% | -7.3% | -16.6% |
| 3M | -23.3% | -15.2% | -8.0% | -19.1% |
| 6M | -19.7% | -5.9% | -13.8% | -18.6% |
| YTD | -17.1% | -15.8% | -1.4% | -13.2% |
| 1Y | -8.8% | -12.2% | +3.4% | -6.1% |
| 3Y | +43.4% | +72.2% | -28.8% | +14.3% |
| 5Y | +95.2% | +33.2% | +62.0% | +66.6% |
| 10Y | +288.1% | +264.7% | +23.4% | +139.8% |
| All | +43,607.4% | +14,569.7% | +29,037.7% | +13,343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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