+156.6%
TJX vs TW
+206.7%
-50.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.6% | -4.5% | -0.1% | -3.5% |
| 30D | -17.2% | -2.3% | -14.9% | -16.7% |
| 3M | -24.9% | +2.6% | -27.5% | -25.6% |
| 6M | -19.7% | -17.5% | -2.1% | -16.4% |
| YTD | -17.2% | -5.3% | -11.9% | -17.0% |
| 1Y | -9.4% | -14.8% | +5.3% | -6.9% |
| 3Y | +43.1% | +18.8% | +24.2% | +30.9% |
| 5Y | +96.7% | +20.7% | +76.0% | +76.3% |
| All | +156.6% | +206.7% | -50.1% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 all: compounded portfolio wealth divided by compounded TW 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…
all analysis · Full analysis span regression · 6 months rolling