-9.4%
TJX vs BTG
+25.2%
-34.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -4.6% | -3.8% | -0.8% | -4.7% |
| 30D | -17.2% | +3.6% | -20.8% | -17.0% |
| 3M | -24.9% | +32.0% | -56.9% | -24.4% |
| 6M | -19.7% | +3.4% | -23.0% | -19.6% |
| YTD | -17.2% | +20.8% | -38.0% | -17.4% |
| 1Y | -9.4% | +22.4% | -31.8% | -11.1% |
| All | -9.4% | +25.2% | -34.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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