+7,314.2%
TJX vs EWZ
+446.0%
+6,868.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.1% |
| 7D | -4.4% | +1.1% | -5.5% | -4.7% |
| 30D | -18.6% | +13.5% | -32.0% | -21.3% |
| 3M | -24.4% | +15.2% | -39.6% | -27.3% |
| 6M | -20.2% | +3.7% | -24.0% | -21.3% |
| YTD | -16.9% | +22.5% | -39.5% | -21.8% |
| 1Y | -8.5% | +35.3% | -43.8% | -16.3% |
| 3Y | +43.7% | +50.2% | -6.5% | +26.3% |
| 5Y | +97.3% | +64.6% | +32.8% | +65.5% |
| 10Y | +289.0% | +95.0% | +193.9% | +191.1% |
| All | +7,314.2% | +446.0% | +6,868.2% | +3,474.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling