+26.4%
IWM vs TJX
-4.4%
+30.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -2.2% | +2.3% | +0.3% |
| 30D | -1.3% | -17.1% | +15.9% | +0.9% |
| 3M | +1.6% | -16.5% | +18.1% | +3.5% |
| 6M | +13.6% | -17.8% | +31.4% | +15.5% |
| YTD | +20.8% | -13.2% | +34.0% | +22.3% |
| 1Y | +26.4% | -5.2% | +31.6% | +26.8% |
| All | +26.4% | -4.4% | +30.8% | +26.8% |
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 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