+2,341.2%
TJX vs BR
+1,282.8%
+1,058.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -4.4% | -6.0% | +1.6% | -1.9% |
| 30D | -18.6% | -0.9% | -17.7% | -18.4% |
| 3M | -24.4% | +16.4% | -40.7% | -29.4% |
| 6M | -20.2% | -8.2% | -12.1% | -18.3% |
| YTD | -16.9% | -23.2% | +6.3% | -8.7% |
| 1Y | -8.5% | -30.9% | +22.4% | +5.1% |
| 3Y | +43.7% | -5.0% | +48.7% | +42.3% |
| 5Y | +97.3% | +8.8% | +88.6% | +81.2% |
| 10Y | +289.0% | +190.1% | +98.9% | +132.1% |
| All | +2,341.2% | +1,282.8% | +1,058.3% | +642.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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