+289.1%
TJX vs BURL
+206.3%
+82.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.0% |
| 7D | -3.3% | -2.6% | -0.7% | -2.3% |
| 30D | -19.9% | -30.8% | +10.9% | -8.3% |
| 3M | -19.0% | -18.7% | -0.4% | -12.9% |
| 6M | -18.6% | -16.4% | -2.1% | -13.7% |
| YTD | -15.3% | -11.6% | -3.7% | -12.5% |
| 1Y | -7.3% | -12.0% | +4.7% | -5.4% |
| 3Y | +46.6% | +63.6% | -17.0% | +8.8% |
| 5Y | +98.5% | -12.6% | +111.1% | +83.6% |
| 10Y | +289.1% | +206.5% | +82.6% | +119.3% |
| All | +289.1% | +206.3% | +82.7% | +119.3% |
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