+97.3%
TJX vs PWR
+440.5%
-343.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | -18.6% | -7.7% | -10.8% | -17.6% |
| 3M | -24.4% | -4.9% | -19.4% | -24.3% |
| 6M | -20.2% | +9.7% | -30.0% | -23.1% |
| YTD | -16.9% | +46.7% | -63.6% | -24.9% |
| 1Y | -8.5% | +58.7% | -67.2% | -19.2% |
| 3Y | +43.7% | +200.7% | -157.0% | +1.5% |
| 5Y | +97.3% | +438.6% | -341.2% | +6.2% |
| All | +97.3% | +440.5% | -343.1% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling