+7,339.1%
TJX vs EWT
+573.9%
+6,765.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +1.1% |
| 7D | -4.4% | -1.1% | -3.3% | -4.0% |
| 30D | -18.6% | +4.8% | -23.4% | -19.9% |
| 3M | -24.4% | +11.1% | -35.5% | -27.7% |
| 6M | -20.2% | +54.6% | -74.9% | -32.5% |
| YTD | -16.9% | +71.4% | -88.4% | -32.4% |
| 1Y | -8.5% | +82.1% | -90.6% | -27.4% |
| 3Y | +43.7% | +193.2% | -149.5% | -5.3% |
| 5Y | +97.3% | +146.1% | -48.8% | +38.0% |
| 10Y | +289.0% | +505.0% | -216.0% | +101.9% |
| All | +7,339.1% | +573.9% | +6,765.2% | +2,615.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling