+97.2%
TJX vs KWEB
-42.7%
+139.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -4.6% | -5.6% | +1.0% | -4.1% |
| 30D | -17.2% | -10.7% | -6.5% | -16.3% |
| 3M | -24.9% | -7.4% | -17.5% | -24.4% |
| 6M | -19.7% | -19.3% | -0.3% | -18.3% |
| YTD | -17.2% | -27.8% | +10.6% | -15.0% |
| 1Y | -9.4% | -35.9% | +26.5% | -6.1% |
| 3Y | +43.1% | -1.9% | +45.0% | +40.6% |
| All | +97.2% | -42.7% | +139.9% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling