+53.3%
TJX vs IWD
+85.1%
-31.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.3% | +2.3% | -2.6% | -1.7% |
| 30D | -5.6% | +3.6% | -9.2% | -7.5% |
| 3M | -12.3% | +2.2% | -14.5% | -13.4% |
| 6M | -7.7% | +13.0% | -20.7% | -14.1% |
| YTD | -11.4% | +26.5% | -37.9% | -23.3% |
| 1Y | -7.0% | +30.1% | -37.2% | -21.0% |
| 3Y | +53.3% | +84.9% | -31.6% | +3.0% |
| All | +53.3% | +85.1% | -31.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling