+303.5%
EWY vs TJX
+287.7%
+15.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | -0.1% | -4.6% | +4.5% | +1.6% |
| 30D | +7.3% | -17.2% | +24.5% | +14.5% |
| 3M | -5.1% | -24.9% | +19.8% | +4.2% |
| 6M | +42.1% | -19.7% | +61.7% | +51.6% |
| YTD | +94.1% | -17.2% | +111.3% | +104.3% |
| 1Y | +147.8% | -9.4% | +157.3% | +151.1% |
| 3Y | +222.9% | +43.1% | +179.8% | +169.8% |
| 5Y | +150.6% | +96.7% | +53.9% | +80.4% |
| All | +303.5% | +287.7% | +15.7% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling