+7,019.8%
TJX vs IWD
+747.8%
+6,272.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | -0.3% | +2.3% | -2.6% | -2.2% |
| 30D | -5.6% | +3.6% | -9.2% | -8.3% |
| 3M | -12.3% | +2.2% | -14.5% | -13.8% |
| 6M | -7.7% | +13.0% | -20.7% | -16.9% |
| YTD | -11.4% | +26.5% | -37.9% | -27.8% |
| 1Y | -7.0% | +30.1% | -37.2% | -26.0% |
| 3Y | +53.3% | +84.9% | -31.6% | -10.7% |
| 5Y | +109.9% | +73.4% | +36.6% | +29.3% |
| 10Y | +310.0% | +204.0% | +106.0% | +60.8% |
| All | +7,019.8% | +747.8% | +6,272.0% | +1,034.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling