+1,969.4%
TJX vs BUD
+198.8%
+1,770.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -3.3% | +0.8% | -4.0% | -3.5% |
| 30D | -19.9% | -4.8% | -15.0% | -18.4% |
| 3M | -19.0% | +1.4% | -20.4% | -19.5% |
| 6M | -18.6% | +9.9% | -28.4% | -21.7% |
| YTD | -15.3% | +26.3% | -41.6% | -22.7% |
| 1Y | -7.3% | +36.1% | -43.5% | -17.9% |
| 3Y | +46.6% | +48.6% | -2.0% | +23.1% |
| 5Y | +98.5% | +45.0% | +53.5% | +65.0% |
| 10Y | +289.1% | -23.1% | +312.2% | +276.1% |
| All | +1,969.4% | +198.8% | +1,770.6% | +1,085.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling