+21,204.2%
TJX vs ARWR
-97.1%
+21,301.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.4% |
| 7D | -3.3% | +2.9% | -6.1% | -3.3% |
| 30D | -19.9% | -2.9% | -17.0% | -19.8% |
| 3M | -19.0% | +15.2% | -34.3% | -19.1% |
| 6M | -18.6% | +42.3% | -60.8% | -18.7% |
| YTD | -15.3% | +28.2% | -43.5% | -15.4% |
| 1Y | -7.3% | +213.2% | -220.6% | -7.9% |
| 3Y | +46.6% | +184.6% | -138.1% | +45.5% |
| 5Y | +98.5% | +29.2% | +69.2% | +97.5% |
| 10Y | +289.1% | +1,012.5% | -723.5% | +283.5% |
| All | +21,204.2% | -97.1% | +21,301.3% | +21,149.5% |
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