-5.2%
TJX vs EWZ
+36.3%
-41.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | -2.2% | +6.5% | -8.7% | -2.4% |
| 30D | -17.1% | +4.8% | -22.0% | -17.2% |
| 3M | -16.5% | +9.9% | -26.4% | -16.6% |
| 6M | -17.8% | +1.9% | -19.8% | -17.7% |
| YTD | -13.2% | +20.3% | -33.5% | -11.7% |
| 1Y | -5.2% | +35.6% | -40.8% | -4.2% |
| All | -5.2% | +36.3% | -41.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling