+3.2%
TJX vs OWL
-28.0%
+31.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +5.1% |
| 7D | +4.6% | +10.1% | -5.5% | +4.3% |
| 30D | +7.7% | +18.7% | -11.0% | +7.3% |
| 3M | -7.8% | -6.2% | -1.6% | -7.8% |
| 6M | -5.8% | +9.8% | -15.6% | -5.9% |
| YTD | -4.9% | -24.2% | +19.3% | -4.0% |
| 1Y | +3.2% | -26.6% | +29.7% | +4.1% |
| All | +3.2% | -28.0% | +31.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling