+309.2%
TJX vs HWM
+1,323.5%
-1,014.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -10.7% | +8.3% | +0.9% |
| 7D | -3.3% | -9.2% | +5.9% | -0.6% |
| 30D | -19.9% | -17.9% | -2.0% | -15.2% |
| 3M | -19.0% | -6.0% | -13.0% | -18.1% |
| 6M | -18.6% | -7.4% | -11.2% | -17.7% |
| YTD | -15.3% | +13.1% | -28.4% | -19.8% |
| 1Y | -7.3% | +29.3% | -36.7% | -16.2% |
| 3Y | +46.6% | +389.9% | -343.3% | -17.9% |
| 5Y | +98.5% | +655.5% | -557.0% | -5.6% |
| All | +309.2% | +1,323.5% | -1,014.3% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling