+68.5%
TJX vs BOXX
+18.5%
+50.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -4.6% | +0.1% | -4.6% | -4.6% |
| 30D | -17.2% | +0.3% | -17.5% | -17.2% |
| 3M | -24.9% | +1.0% | -25.9% | -25.0% |
| 6M | -19.7% | +1.9% | -21.6% | -19.8% |
| YTD | -17.2% | +2.7% | -19.9% | -17.5% |
| 1Y | -9.4% | +4.0% | -13.5% | -9.7% |
| 3Y | +43.1% | +14.7% | +28.4% | +67.7% |
| All | +68.5% | +18.5% | +50.0% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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