+43,607.4%
TJX vs BTI
+5,940.0%
+37,667.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -4.0% | -2.4% | -1.5% | -3.4% |
| 30D | -20.3% | -4.8% | -15.6% | -19.4% |
| 3M | -23.3% | -8.1% | -15.1% | -21.8% |
| 6M | -19.7% | -4.2% | -15.5% | -19.3% |
| YTD | -17.1% | -1.3% | -15.8% | -17.4% |
| 1Y | -8.8% | +2.1% | -10.9% | -9.9% |
| 3Y | +43.4% | +108.9% | -65.5% | +18.2% |
| 5Y | +95.2% | +114.5% | -19.2% | +58.9% |
| 10Y | +288.1% | +72.2% | +215.8% | +223.7% |
| All | +43,607.4% | +5,940.0% | +37,667.4% | +17,271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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