-9.4%
TJX vs BTSG
+113.2%
-122.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -4.6% | -3.3% | -1.3% | -4.5% |
| 30D | -17.2% | -1.6% | -15.6% | -17.1% |
| 3M | -24.9% | -6.9% | -18.0% | -25.0% |
| 6M | -19.7% | +42.1% | -61.8% | -22.1% |
| YTD | -17.2% | +56.8% | -74.0% | -20.6% |
| 1Y | -9.4% | +109.8% | -119.2% | -17.5% |
| All | -9.4% | +113.2% | -122.6% | -17.5% |
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