+97.3%
TJX vs BUD
+44.8%
+52.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -4.4% | -3.2% | -1.2% | -3.4% |
| 30D | -18.6% | -3.7% | -14.9% | -17.7% |
| 3M | -24.4% | -4.4% | -19.9% | -23.4% |
| 6M | -20.2% | +7.7% | -28.0% | -22.2% |
| YTD | -16.9% | +23.1% | -40.0% | -22.1% |
| 1Y | -8.5% | +33.6% | -42.1% | -16.4% |
| 3Y | +43.7% | +44.7% | -1.0% | +25.2% |
| 5Y | +97.3% | +44.9% | +52.4% | +66.1% |
| All | +97.3% | +44.8% | +52.6% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling