+97.2%
TJX vs IEMG
+48.5%
+48.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -4.6% | -1.3% | -3.3% | -4.2% |
| 30D | -17.2% | +1.9% | -19.1% | -17.7% |
| 3M | -24.9% | +1.4% | -26.3% | -25.6% |
| 6M | -19.7% | +15.2% | -34.8% | -25.0% |
| YTD | -17.2% | +23.8% | -41.0% | -25.4% |
| 1Y | -9.4% | +30.7% | -40.1% | -20.6% |
| 3Y | +43.1% | +83.3% | -40.2% | +4.1% |
| All | +97.2% | +48.5% | +48.7% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling