+791.8%
IWM vs TJX
+6,499.3%
-5,707.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.4% |
| 7D | -1.1% | -4.0% | +2.8% | +0.7% |
| 30D | -3.1% | -20.3% | +17.2% | +7.5% |
| 3M | +2.2% | -23.3% | +25.5% | +14.9% |
| 6M | +15.1% | -19.7% | +34.8% | +26.4% |
| YTD | +18.6% | -17.1% | +35.7% | +28.0% |
| 1Y | +24.0% | -8.8% | +32.8% | +27.7% |
| 3Y | +63.7% | +43.4% | +20.3% | +35.8% |
| 5Y | +38.2% | +95.2% | -57.0% | -2.2% |
| 10Y | +171.7% | +288.1% | -116.4% | +36.1% |
| All | +791.8% | +6,499.3% | -5,707.6% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling