+20,914.0%
TJX vs BWA
+3,371.1%
+17,542.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -20.3% | -5.6% | -14.8% | -19.1% |
| 3M | -23.3% | -10.7% | -12.6% | -21.1% |
| 6M | -19.7% | +23.2% | -42.9% | -25.8% |
| YTD | -17.1% | +46.0% | -63.1% | -28.5% |
| 1Y | -8.8% | +51.2% | -60.0% | -22.4% |
| 3Y | +43.4% | +69.6% | -26.2% | +14.0% |
| 5Y | +95.2% | +86.6% | +8.6% | +47.2% |
| 10Y | +288.1% | +152.3% | +135.8% | +151.9% |
| All | +20,914.0% | +3,371.1% | +17,542.9% | +5,362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling