+100.3%
TJX vs BTDR
+19.6%
+80.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.4% |
| 7D | -4.6% | -3.4% | -1.2% | -4.6% |
| 30D | -17.2% | +32.6% | -49.8% | -17.4% |
| 3M | -24.9% | -32.2% | +7.3% | -24.6% |
| 6M | -19.7% | +52.4% | -72.0% | -20.4% |
| YTD | -17.2% | +6.7% | -23.9% | -17.7% |
| 1Y | -9.4% | -15.2% | +5.8% | -10.0% |
| 3Y | +43.1% | +14.9% | +28.2% | +38.2% |
| 5Y | +96.7% | +20.8% | +75.9% | +94.0% |
| All | +100.3% | +19.6% | +80.7% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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