+283.6%
TJX vs IWF
+422.7%
-139.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -4.6% | -0.9% | -3.7% | -4.0% |
| 30D | -17.2% | -1.7% | -15.4% | -16.3% |
| 3M | -24.9% | +0.7% | -25.6% | -25.7% |
| 6M | -19.7% | +8.6% | -28.2% | -24.6% |
| YTD | -17.2% | +3.5% | -20.7% | -20.1% |
| 1Y | -9.4% | +7.0% | -16.5% | -14.9% |
| 3Y | +43.1% | +76.3% | -33.3% | -8.5% |
| 5Y | +96.7% | +74.8% | +22.0% | +25.0% |
| All | +283.6% | +422.7% | -139.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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