+43.1%
TJX vs KWEB
-2.3%
+45.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -4.6% | -5.6% | +1.0% | -4.2% |
| 30D | -17.2% | -10.7% | -6.5% | -16.5% |
| 3M | -24.9% | -7.4% | -17.5% | -24.5% |
| 6M | -19.7% | -19.3% | -0.3% | -18.7% |
| YTD | -17.2% | -27.8% | +10.6% | -15.7% |
| 1Y | -9.4% | -35.9% | +26.5% | -7.0% |
| 3Y | +43.1% | -1.9% | +45.0% | +39.9% |
| All | +43.1% | -2.3% | +45.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling