+37.4%
IWM vs TJX
+96.1%
-58.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | -4.4% | +1.8% | -0.5% |
| 30D | -4.4% | -18.6% | +14.2% | +5.2% |
| 3M | +2.2% | -24.4% | +26.6% | +16.2% |
| 6M | +14.0% | -20.2% | +34.3% | +25.8% |
| YTD | +17.4% | -16.9% | +34.3% | +26.5% |
| 1Y | +22.9% | -8.5% | +31.5% | +25.5% |
| 3Y | +62.1% | +43.7% | +18.3% | +29.0% |
| All | +37.4% | +96.1% | -58.7% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling