+97.2%
TJX vs OWL
-15.1%
+112.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -0.5% |
| 7D | -4.6% | -10.1% | +5.5% | -2.9% |
| 30D | -17.2% | -11.9% | -5.2% | -15.5% |
| 3M | -24.9% | +10.7% | -35.6% | -26.6% |
| 6M | -19.7% | +22.1% | -41.8% | -23.3% |
| YTD | -17.2% | -24.8% | +7.6% | -13.6% |
| 1Y | -9.4% | -39.2% | +29.8% | -1.8% |
| 3Y | +43.1% | +1.7% | +41.3% | +29.5% |
| All | +97.2% | -15.1% | +112.3% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling