+97.2%
TJX vs BWA
+87.2%
+10.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -4.6% | -1.3% | -3.3% | -4.3% |
| 30D | -17.2% | -2.9% | -14.2% | -16.7% |
| 3M | -24.9% | -10.7% | -14.2% | -23.4% |
| 6M | -19.7% | +26.5% | -46.1% | -24.5% |
| YTD | -17.2% | +49.1% | -66.3% | -26.3% |
| 1Y | -9.4% | +52.1% | -61.5% | -20.0% |
| 3Y | +43.1% | +72.6% | -29.5% | +20.1% |
| All | +97.2% | +87.2% | +10.0% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling