+283.6%
TJX vs GWRE
+131.0%
+152.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -4.6% | -13.2% | +8.6% | -2.2% |
| 30D | -17.2% | -18.6% | +1.4% | -14.7% |
| 3M | -24.9% | +18.9% | -43.8% | -28.4% |
| 6M | -19.7% | -11.0% | -8.7% | -20.1% |
| YTD | -17.2% | -29.9% | +12.7% | -13.7% |
| 1Y | -9.4% | -44.3% | +34.9% | -0.7% |
| 3Y | +43.1% | +51.7% | -8.6% | +16.3% |
| 5Y | +96.7% | +15.4% | +81.3% | +68.6% |
| All | +283.6% | +131.0% | +152.7% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling