+43.1%
TJX vs EWJ
+73.0%
-29.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -17.2% | +0.8% | -18.0% | -17.3% |
| 3M | -24.9% | +7.5% | -32.4% | -26.2% |
| 6M | -19.7% | +15.6% | -35.3% | -22.8% |
| YTD | -17.2% | +22.7% | -39.9% | -22.1% |
| 1Y | -9.4% | +26.4% | -35.8% | -15.6% |
| 3Y | +43.1% | +72.5% | -29.5% | +16.5% |
| All | +43.1% | +73.0% | -29.9% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling