+1,925.9%
TJX vs BTG
+373.5%
+1,552.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -4.6% | -3.8% | -0.8% | -4.5% |
| 30D | -17.2% | +3.6% | -20.8% | -17.2% |
| 3M | -24.9% | +32.0% | -56.9% | -25.4% |
| 6M | -19.7% | +3.4% | -23.0% | -19.9% |
| YTD | -17.2% | +20.8% | -38.0% | -17.8% |
| 1Y | -9.4% | +22.4% | -31.8% | -10.2% |
| 3Y | +43.1% | +91.7% | -48.6% | +40.1% |
| 5Y | +96.7% | +79.0% | +17.7% | +92.5% |
| 10Y | +287.7% | +152.6% | +135.2% | +277.2% |
| All | +1,925.9% | +373.5% | +1,552.4% | +1,866.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling