-9.4%
TJX vs BTDR
-13.8%
+4.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.2% |
| 7D | -4.6% | -3.4% | -1.2% | -4.6% |
| 30D | -17.2% | +32.6% | -49.8% | -16.7% |
| 3M | -24.9% | -32.2% | +7.3% | -24.7% |
| 6M | -19.7% | +52.4% | -72.0% | -19.0% |
| YTD | -17.2% | +6.7% | -23.9% | -16.9% |
| 1Y | -9.4% | -15.2% | +5.8% | -8.7% |
| All | -9.4% | -13.8% | +4.3% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling