+100.9%
TJX vs BTDR
+15.3%
+85.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.3% |
| 7D | -4.4% | -3.2% | -1.2% | -4.3% |
| 30D | -18.6% | +32.7% | -51.3% | -18.8% |
| 3M | -24.4% | -28.4% | +4.0% | -24.1% |
| 6M | -20.2% | +51.7% | -72.0% | -21.0% |
| YTD | -16.9% | +2.9% | -19.8% | -17.4% |
| 1Y | -8.5% | -15.5% | +7.0% | -9.1% |
| 3Y | +43.7% | 0.0% | +43.7% | +38.9% |
| 5Y | +97.3% | +16.5% | +80.9% | +94.7% |
| All | +100.9% | +15.3% | +85.6% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling