+96.9%
TJX vs ARWR
+26.2%
+70.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | -4.0% | -3.2% | -0.7% | -3.7% |
| 30D | -20.3% | -6.5% | -13.9% | -19.9% |
| 3M | -23.3% | +12.7% | -35.9% | -24.4% |
| 6M | -19.7% | +36.2% | -55.9% | -22.5% |
| YTD | -17.1% | +24.5% | -41.6% | -19.5% |
| 1Y | -8.8% | +198.0% | -206.8% | -19.3% |
| 3Y | +43.4% | +176.4% | -133.0% | +21.9% |
| All | +96.9% | +26.2% | +70.7% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling