+6,873.8%
TJX vs IWD
+726.5%
+6,147.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.5% |
| 7D | -2.2% | -0.3% | -2.0% | -2.0% |
| 30D | -17.1% | +0.6% | -17.7% | -17.6% |
| 3M | -16.5% | +7.2% | -23.7% | -21.5% |
| 6M | -17.8% | +16.2% | -34.0% | -27.9% |
| YTD | -13.2% | +23.3% | -36.6% | -27.8% |
| 1Y | -5.2% | +29.6% | -34.8% | -24.5% |
| 3Y | +48.2% | +70.5% | -22.2% | -7.6% |
| 5Y | +99.8% | +73.5% | +26.3% | +22.8% |
| 10Y | +291.1% | +198.3% | +92.8% | +55.7% |
| All | +6,873.8% | +726.5% | +6,147.3% | +1,033.8% |
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