+43.1%
TJX vs EWT
+198.4%
-155.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.5% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | -17.2% | +4.5% | -21.6% | -17.5% |
| 3M | -24.9% | +8.3% | -33.2% | -25.5% |
| 6M | -19.7% | +54.2% | -73.9% | -25.1% |
| YTD | -17.2% | +74.6% | -91.8% | -24.7% |
| 1Y | -9.4% | +84.9% | -94.3% | -18.7% |
| 3Y | +43.1% | +197.5% | -154.5% | +8.0% |
| All | +43.1% | +198.4% | -155.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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