-9.1%
TJX vs ARWR
+188.4%
-197.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -4.4% | -4.3% | -0.1% | -4.2% |
| 30D | -18.6% | -7.3% | -11.3% | -18.4% |
| 3M | -24.4% | +17.0% | -41.4% | -24.8% |
| 6M | -20.2% | +39.8% | -60.0% | -21.3% |
| YTD | -16.9% | +24.7% | -41.6% | -18.0% |
| All | -9.1% | +188.4% | -197.5% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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