+97.3%
TJX vs HWM
+624.6%
-527.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.8% |
| 7D | -4.4% | -12.5% | +8.1% | -1.2% |
| 30D | -18.6% | -19.0% | +0.4% | -14.3% |
| 3M | -24.4% | -8.6% | -15.8% | -23.1% |
| 6M | -20.2% | -10.2% | -10.1% | -18.9% |
| YTD | -16.9% | +11.3% | -28.3% | -20.6% |
| 1Y | -8.5% | +24.3% | -32.8% | -15.5% |
| 3Y | +43.7% | +382.3% | -338.5% | -20.9% |
| 5Y | +97.3% | +640.6% | -543.3% | -12.8% |
| All | +97.3% | +624.6% | -527.3% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling