-19.7%
TJX vs OWL
+16.8%
-36.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.0% |
| 7D | -4.0% | -6.4% | +2.4% | -3.7% |
| 30D | -20.3% | -5.0% | -15.3% | -20.1% |
| 3M | -23.3% | +15.4% | -38.7% | -23.4% |
| 6M | -19.7% | +15.5% | -35.2% | -19.7% |
| All | -19.7% | +16.8% | -36.5% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling