+53.3%
TJX vs BURL
+87.4%
-34.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.4% |
| 7D | -0.3% | -1.6% | +1.2% | 0.0% |
| 30D | -5.6% | -7.7% | +2.2% | -4.0% |
| 3M | -12.3% | -31.7% | +19.3% | -5.6% |
| 6M | -7.7% | -15.2% | +7.5% | -4.8% |
| YTD | -11.4% | -15.9% | +4.5% | -8.5% |
| 1Y | -7.0% | -14.2% | +7.2% | -4.7% |
| 3Y | +53.3% | +93.5% | -40.2% | +47.8% |
| All | +53.3% | +87.4% | -34.2% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling