+622.7%
TJX vs IEFA
+212.1%
+410.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -1.1% |
| 7D | -4.6% | -1.6% | -3.0% | -3.4% |
| 30D | -17.2% | -1.5% | -15.7% | -16.2% |
| 3M | -24.9% | +3.4% | -28.3% | -27.0% |
| 6M | -19.7% | +9.5% | -29.1% | -25.7% |
| YTD | -17.2% | +13.0% | -30.2% | -25.6% |
| 1Y | -9.4% | +18.0% | -27.4% | -21.4% |
| 3Y | +43.1% | +65.4% | -22.3% | -7.0% |
| 5Y | +96.7% | +51.6% | +45.1% | +36.8% |
| 10Y | +287.7% | +146.7% | +141.1% | +85.3% |
| All | +622.7% | +212.1% | +410.7% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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