+454.8%
TJX vs BURL
+1,051.1%
-596.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.0% |
| 7D | -2.2% | -2.8% | +0.5% | -1.3% |
| 30D | -17.1% | -28.2% | +11.0% | -7.0% |
| 3M | -16.5% | -17.6% | +1.1% | -10.9% |
| 6M | -17.8% | -11.8% | -6.0% | -14.9% |
| YTD | -13.2% | -8.1% | -5.1% | -11.7% |
| 1Y | -5.2% | -12.0% | +6.8% | -3.3% |
| 3Y | +48.2% | +63.3% | -15.1% | +12.8% |
| 5Y | +99.8% | -10.8% | +110.6% | +83.2% |
| 10Y | +291.1% | +215.9% | +75.2% | +125.4% |
| All | +454.8% | +1,051.1% | -596.3% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling