+283.6%
TJX vs BNS
+188.9%
+94.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.7% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -17.2% | +3.5% | -20.6% | -18.9% |
| 3M | -24.9% | +14.1% | -39.0% | -30.7% |
| 6M | -19.7% | +33.8% | -53.4% | -32.3% |
| YTD | -17.2% | +29.5% | -46.7% | -29.2% |
| 1Y | -9.4% | +48.4% | -57.8% | -28.5% |
| 3Y | +43.1% | +129.6% | -86.5% | -14.2% |
| 5Y | +96.7% | +96.1% | +0.6% | +28.1% |
| All | +283.6% | +188.9% | +94.7% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 10y: compounded portfolio wealth divided by compounded BNS 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…
10y analysis · Full analysis span regression · 6 months rolling