+44,577.8%
TJX vs BP
+1,362.4%
+43,215.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.1% |
| 7D | -3.3% | +0.9% | -4.2% | -3.5% |
| 30D | -19.9% | +9.1% | -29.0% | -21.9% |
| 3M | -19.0% | +3.9% | -23.0% | -20.3% |
| 6M | -18.6% | +13.6% | -32.2% | -22.4% |
| YTD | -15.3% | +34.0% | -49.3% | -23.3% |
| 1Y | -7.3% | +39.2% | -46.5% | -17.3% |
| 3Y | +46.6% | +36.4% | +10.2% | +29.0% |
| 5Y | +98.5% | +135.8% | -37.3% | +43.7% |
| 10Y | +289.1% | +125.0% | +164.0% | +172.0% |
| All | +44,577.8% | +1,362.4% | +43,215.4% | +17,673.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling