+283.6%
TJX vs BUD
-22.3%
+305.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.6% |
| 7D | -4.6% | -2.6% | -1.9% | -3.6% |
| 30D | -17.2% | -1.2% | -16.0% | -16.8% |
| 3M | -24.9% | -4.9% | -20.0% | -23.6% |
| 6M | -19.7% | +9.3% | -28.9% | -22.6% |
| YTD | -17.2% | +24.0% | -41.2% | -24.0% |
| 1Y | -9.4% | +34.5% | -44.0% | -19.5% |
| 3Y | +43.1% | +43.7% | -0.6% | +21.2% |
| 5Y | +96.7% | +46.0% | +50.7% | +61.9% |
| All | +283.6% | -22.3% | +305.9% | +227.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling