+164.3%
EWY vs TJX
-4.4%
+168.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | -2.2% | +7.1% | +3.9% |
| 30D | +11.7% | -17.1% | +28.8% | +4.1% |
| 3M | -7.4% | -16.5% | +9.1% | -13.0% |
| 6M | +40.6% | -17.8% | +58.4% | +31.7% |
| YTD | +94.3% | -13.2% | +107.5% | +85.7% |
| 1Y | +164.3% | -5.2% | +169.5% | +166.3% |
| All | +164.3% | -4.4% | +168.7% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling