+22,183.2%
TJX vs ARWR
-98.4%
+22,281.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -0.3% | -17.8% | +17.5% | -0.3% |
| 30D | -5.6% | -18.1% | +12.6% | -5.5% |
| 3M | -12.3% | -44.2% | +31.8% | -12.1% |
| 6M | -7.7% | -38.6% | +31.0% | -7.5% |
| YTD | -11.4% | -28.0% | +16.6% | -11.3% |
| 1Y | -7.0% | +16.1% | -23.2% | -7.2% |
| 3Y | +53.3% | +84.0% | -30.7% | +52.5% |
| 5Y | +109.9% | -35.4% | +145.3% | +109.4% |
| 10Y | +310.0% | +1,043.1% | -733.1% | +304.6% |
| All | +22,183.2% | -98.4% | +22,281.6% | +22,178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling