+97.2%
TJX vs EWT
+149.5%
-52.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -4.6% | -1.1% | -3.5% | -4.4% |
| 30D | -17.2% | +4.5% | -21.6% | -18.0% |
| 3M | -24.9% | +8.3% | -33.2% | -26.7% |
| 6M | -19.7% | +54.2% | -73.9% | -30.4% |
| YTD | -17.2% | +74.6% | -91.8% | -31.6% |
| 1Y | -9.4% | +84.9% | -94.3% | -26.9% |
| 3Y | +43.1% | +197.5% | -154.5% | -10.6% |
| All | +97.2% | +149.5% | -52.3% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling