+283.6%
TJX vs BWA
+156.8%
+126.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -4.6% | -1.3% | -3.3% | -4.2% |
| 30D | -17.2% | -2.9% | -14.2% | -16.5% |
| 3M | -24.9% | -10.7% | -14.2% | -22.7% |
| 6M | -19.7% | +26.5% | -46.1% | -26.6% |
| YTD | -17.2% | +49.1% | -66.3% | -29.7% |
| 1Y | -9.4% | +52.1% | -61.5% | -23.9% |
| 3Y | +43.1% | +72.6% | -29.5% | +11.3% |
| 5Y | +96.7% | +89.4% | +7.3% | +42.2% |
| All | +283.6% | +156.8% | +126.9% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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