-2.4%
TJX vs GWRE
-24.6%
+22.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.3% | -4.2% |
| 7D | -2.0% | +4.5% | -6.5% | -2.1% |
| 30D | +1.1% | +1.7% | -0.6% | +1.1% |
| 3M | -13.1% | +4.4% | -17.4% | -13.1% |
| 6M | -10.0% | +19.5% | -29.5% | -10.0% |
| YTD | -8.9% | -16.7% | +7.8% | -7.7% |
| 1Y | -2.4% | -24.0% | +21.6% | -0.1% |
| All | -2.4% | -24.6% | +22.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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