-9.4%
TJX vs OWL
-38.6%
+29.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.3% |
| 7D | -4.6% | -10.1% | +5.5% | -4.4% |
| 30D | -17.2% | -11.9% | -5.2% | -17.0% |
| 3M | -24.9% | +10.7% | -35.6% | -24.9% |
| 6M | -19.7% | +22.1% | -41.8% | -19.8% |
| YTD | -17.2% | -24.8% | +7.6% | -16.3% |
| 1Y | -9.4% | -39.2% | +29.8% | -8.6% |
| All | -9.4% | -38.6% | +29.2% | -8.6% |
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