+284.9%
TJX vs IWD
+201.1%
+83.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -4.4% | -2.3% | -2.0% | -2.2% |
| 30D | -18.6% | -1.8% | -16.8% | -17.2% |
| 3M | -24.4% | +8.0% | -32.4% | -29.9% |
| 6M | -20.2% | +17.0% | -37.2% | -31.7% |
| YTD | -16.9% | +21.3% | -38.2% | -31.5% |
| 1Y | -8.5% | +27.9% | -36.5% | -28.5% |
| 3Y | +43.7% | +70.1% | -26.3% | -16.7% |
| 5Y | +97.3% | +74.2% | +23.2% | +11.2% |
| All | +284.9% | +201.1% | +83.7% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling