-5.2%
TJX vs BTSG
+152.4%
-157.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | -2.2% | +2.7% | -5.0% | -2.4% |
| 30D | -17.1% | -3.6% | -13.5% | -17.0% |
| 3M | -16.5% | +5.8% | -22.3% | -17.2% |
| 6M | -17.8% | +44.7% | -62.5% | -20.2% |
| YTD | -13.2% | +62.2% | -75.4% | -16.6% |
| 1Y | -5.2% | +152.1% | -157.3% | -14.1% |
| All | -5.2% | +152.4% | -157.6% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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