+283.6%
TJX vs EWJ
+144.4%
+139.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.7% |
| 7D | -4.6% | +0.3% | -4.9% | -4.8% |
| 30D | -17.2% | +0.8% | -18.0% | -17.6% |
| 3M | -24.9% | +7.5% | -32.4% | -28.9% |
| 6M | -19.7% | +15.6% | -35.3% | -28.1% |
| YTD | -17.2% | +22.7% | -39.9% | -29.5% |
| 1Y | -9.4% | +26.4% | -35.8% | -24.8% |
| 3Y | +43.1% | +72.5% | -29.5% | -10.2% |
| 5Y | +96.7% | +52.4% | +44.3% | +37.9% |
| All | +283.6% | +144.4% | +139.2% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling