+97.2%
TJX vs GWRE
+15.1%
+82.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -4.6% | -13.2% | +8.6% | -3.1% |
| 30D | -17.2% | -18.6% | +1.4% | -15.7% |
| 3M | -24.9% | +18.9% | -43.8% | -27.0% |
| 6M | -19.7% | -11.0% | -8.7% | -19.8% |
| YTD | -17.2% | -29.9% | +12.7% | -14.3% |
| 1Y | -9.4% | -44.3% | +34.9% | -2.6% |
| 3Y | +43.1% | +51.7% | -8.6% | +20.2% |
| All | +97.2% | +15.1% | +82.1% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling