+283.6%
TJX vs ACWI
+233.9%
+49.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.1% |
| 7D | -4.6% | -1.0% | -3.6% | -3.7% |
| 30D | -17.2% | -0.9% | -16.3% | -16.6% |
| 3M | -24.9% | +3.5% | -28.4% | -27.5% |
| 6M | -19.7% | +12.8% | -32.5% | -28.7% |
| YTD | -17.2% | +14.0% | -31.2% | -27.4% |
| 1Y | -9.4% | +19.2% | -28.6% | -24.1% |
| 3Y | +43.1% | +75.1% | -32.0% | -18.9% |
| 5Y | +96.7% | +68.6% | +28.1% | +15.7% |
| All | +283.6% | +233.9% | +49.7% | +22.0% |
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