-9.4%
TJX vs HWM
+24.8%
-34.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.4% |
| 7D | -4.6% | -11.4% | +6.9% | -3.1% |
| 30D | -17.2% | -18.5% | +1.3% | -15.0% |
| 3M | -24.9% | -13.2% | -11.7% | -23.7% |
| 6M | -19.7% | -8.7% | -11.0% | -19.6% |
| YTD | -17.2% | +12.2% | -29.4% | -18.1% |
| 1Y | -9.4% | +24.9% | -34.3% | -11.7% |
| All | -9.4% | +24.8% | -34.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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