+283.6%
TJX vs GWW
+570.2%
-286.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -4.6% | -3.4% | -1.2% | -3.4% |
| 30D | -17.2% | -1.9% | -15.3% | -16.6% |
| 3M | -24.9% | -2.4% | -22.5% | -24.5% |
| 6M | -19.7% | +15.7% | -35.4% | -24.3% |
| YTD | -17.2% | +27.6% | -44.8% | -25.2% |
| 1Y | -9.4% | +27.2% | -36.6% | -18.2% |
| 3Y | +43.1% | +89.7% | -46.6% | +8.6% |
| 5Y | +96.7% | +223.9% | -127.2% | +17.3% |
| All | +283.6% | +570.2% | -286.5% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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