+43,572.7%
TJX vs ITW
+9,520.7%
+34,052.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -4.6% | -0.7% | -3.9% | -4.3% |
| 30D | -17.2% | -8.3% | -8.8% | -13.9% |
| 3M | -24.9% | +6.0% | -30.9% | -27.1% |
| 6M | -19.7% | 0.0% | -19.7% | -20.0% |
| YTD | -17.2% | +10.2% | -27.4% | -21.3% |
| 1Y | -9.4% | +3.2% | -12.6% | -11.4% |
| 3Y | +43.1% | +21.0% | +22.1% | +28.7% |
| 5Y | +96.7% | +37.9% | +58.8% | +65.2% |
| 10Y | +287.7% | +193.2% | +94.5% | +131.8% |
| All | +43,572.7% | +9,520.7% | +34,052.0% | +6,104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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