+6,722.0%
TJX vs EW
+6,723.9%
-1.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.6% |
| 7D | -3.3% | -4.4% | +1.2% | -2.3% |
| 30D | -19.9% | -3.3% | -16.5% | -19.3% |
| 3M | -19.0% | +1.0% | -20.1% | -19.3% |
| 6M | -18.6% | +6.2% | -24.8% | -19.9% |
| YTD | -15.3% | +1.7% | -17.0% | -16.0% |
| 1Y | -7.3% | +8.1% | -15.5% | -9.5% |
| 3Y | +46.6% | +17.1% | +29.5% | +36.4% |
| 5Y | +98.5% | -29.4% | +127.8% | +103.7% |
| 10Y | +289.1% | +121.7% | +167.3% | +209.5% |
| All | +6,722.0% | +6,723.9% | -1.9% | +2,780.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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