+283.6%
TJX vs EWZ
+94.8%
+188.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.1% |
| 7D | -4.6% | +0.9% | -5.5% | -4.8% |
| 30D | -17.2% | +12.8% | -30.0% | -19.9% |
| 3M | -24.9% | +10.8% | -35.7% | -27.1% |
| 6M | -19.7% | +2.5% | -22.2% | -20.5% |
| YTD | -17.2% | +21.4% | -38.6% | -22.0% |
| 1Y | -9.4% | +32.8% | -42.2% | -17.1% |
| 3Y | +43.1% | +45.2% | -2.1% | +26.1% |
| 5Y | +96.7% | +63.0% | +33.7% | +63.3% |
| All | +283.6% | +94.8% | +188.9% | +189.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling