+62.4%
EWY vs TJX
+4.8%
+57.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.2% | -7.1% | +0.1% |
| 7D | -8.3% | +4.6% | -12.9% | -6.6% |
| 30D | -20.5% | +7.7% | -28.2% | -18.4% |
| 3M | -11.1% | -7.8% | -3.3% | -13.9% |
| 6M | -7.0% | -5.8% | -1.2% | -10.1% |
| YTD | +56.5% | -4.9% | +61.4% | +53.3% |
| 1Y | +62.4% | +3.2% | +59.3% | +55.9% |
| All | +62.4% | +4.8% | +57.6% | +55.9% |
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