+283.6%
TJX vs PWR
+2,544.4%
-2,260.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.5% | -1.8% |
| 7D | -4.6% | +4.2% | -8.8% | -5.8% |
| 30D | -17.2% | -4.0% | -13.1% | -16.4% |
| 3M | -24.9% | -4.8% | -20.1% | -24.9% |
| 6M | -19.7% | +14.6% | -34.3% | -25.4% |
| YTD | -17.2% | +54.2% | -71.4% | -31.0% |
| 1Y | -9.4% | +67.1% | -76.5% | -27.3% |
| 3Y | +43.1% | +218.5% | -175.4% | -16.3% |
| 5Y | +96.7% | +466.3% | -369.6% | -14.5% |
| All | +283.6% | +2,544.4% | -2,260.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling