+314.8%
TJX vs ACWI
+227.3%
+87.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -1.4% |
| 7D | -5.7% | -0.7% | -5.1% | -5.2% |
| 30D | -3.9% | -2.0% | -1.9% | -2.2% |
| 3M | -12.1% | -2.2% | -10.0% | -10.5% |
| 6M | -7.8% | +1.9% | -9.7% | -10.0% |
| YTD | -10.4% | +12.0% | -22.3% | -20.3% |
| 1Y | -5.5% | +12.5% | -18.0% | -16.4% |
| 3Y | +55.0% | +75.4% | -20.4% | -12.6% |
| 5Y | +114.2% | +61.5% | +52.7% | +31.3% |
| 10Y | +314.8% | +227.1% | +87.7% | +37.3% |
| All | +314.8% | +227.3% | +87.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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