-2.4%
TJX vs IEMG
+7.4%
-9.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.4% | -4.4% |
| 7D | -2.0% | -7.4% | +5.4% | -2.2% |
| 30D | +1.1% | -14.9% | +16.0% | +0.5% |
| 3M | -13.1% | -11.6% | -1.5% | -13.4% |
| 6M | -10.0% | -11.1% | +1.1% | -10.8% |
| YTD | -8.9% | +6.0% | -15.0% | -12.2% |
| 1Y | -2.4% | +6.5% | -8.9% | -5.8% |
| All | -2.4% | +7.4% | -9.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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