+95.2%
TJX vs IWD
+72.9%
+22.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -4.0% | -1.2% | -2.8% | -3.0% |
| 30D | -20.3% | -1.6% | -18.7% | -19.3% |
| 3M | -23.3% | +7.0% | -30.3% | -27.4% |
| 6M | -19.7% | +17.0% | -36.7% | -29.4% |
| YTD | -17.1% | +21.6% | -38.8% | -29.5% |
| 1Y | -8.8% | +28.0% | -36.8% | -25.7% |
| 3Y | +43.4% | +70.6% | -27.2% | -10.4% |
| 5Y | +95.2% | +73.3% | +21.9% | +21.0% |
| All | +95.2% | +72.9% | +22.3% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling