+97.3%
TJX vs BP
+139.4%
-42.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.2% |
| 7D | -4.4% | +5.7% | -10.1% | -4.9% |
| 30D | -18.6% | +8.1% | -26.6% | -19.2% |
| 3M | -24.4% | +8.6% | -33.0% | -25.1% |
| 6M | -20.2% | +18.1% | -38.4% | -22.1% |
| YTD | -16.9% | +37.6% | -54.5% | -20.7% |
| 1Y | -8.5% | +39.4% | -47.9% | -13.0% |
| 3Y | +43.7% | +40.1% | +3.7% | +35.7% |
| 5Y | +97.3% | +141.3% | -44.0% | +64.0% |
| All | +97.3% | +139.4% | -42.0% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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