+283.6%
TJX vs W
+158.6%
+125.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.4% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | -17.2% | -4.2% | -12.9% | -16.9% |
| 3M | -24.9% | +26.9% | -51.8% | -27.4% |
| 6M | -19.7% | +31.2% | -50.9% | -23.1% |
| YTD | -17.2% | -1.8% | -15.4% | -18.7% |
| 1Y | -9.4% | +9.3% | -18.7% | -12.6% |
| 3Y | +43.1% | +33.2% | +9.9% | +28.5% |
| 5Y | +96.7% | -62.4% | +159.1% | +86.9% |
| All | +283.6% | +158.6% | +125.1% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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