+6,559.2%
TJX vs IWF
+720.7%
+5,838.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | -4.0% | +0.5% | -4.5% | -4.3% |
| 30D | -20.3% | -1.4% | -19.0% | -19.6% |
| 3M | -23.3% | +0.4% | -23.7% | -24.1% |
| 6M | -19.7% | +8.5% | -28.2% | -25.2% |
| YTD | -17.1% | +3.7% | -20.8% | -20.5% |
| 1Y | -8.8% | +8.5% | -17.3% | -15.7% |
| 3Y | +43.4% | +78.5% | -35.1% | -11.4% |
| 5Y | +95.2% | +73.6% | +21.6% | +20.9% |
| 10Y | +288.1% | +421.3% | -133.2% | +1.6% |
| All | +6,559.2% | +720.7% | +5,838.5% | +874.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling