+324.4%
TJX vs BURL
+252.7%
+71.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | -3.6% | +4.1% | -7.6% | -5.0% |
| 30D | -2.5% | -9.5% | +6.9% | +1.1% |
| 3M | -16.2% | -33.5% | +17.3% | -3.0% |
| 6M | -12.4% | -22.1% | +9.7% | -4.9% |
| YTD | -11.1% | -14.6% | +3.5% | -7.3% |
| 1Y | -4.7% | -8.4% | +3.6% | -4.2% |
| 3Y | +54.8% | +86.6% | -31.7% | +8.4% |
| 5Y | +104.3% | -17.2% | +121.4% | +92.9% |
| All | +324.4% | +252.7% | +71.7% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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