+395.7%
TJX vs W
+178.1%
+217.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -4.0% | +5.9% | -9.9% | -4.5% |
| 30D | -20.3% | -3.0% | -17.3% | -20.2% |
| 3M | -23.3% | +40.3% | -63.6% | -26.4% |
| 6M | -19.7% | +32.2% | -52.0% | -22.9% |
| YTD | -17.1% | -0.3% | -16.8% | -18.6% |
| 1Y | -8.8% | +16.2% | -25.0% | -12.2% |
| 3Y | +43.4% | +40.7% | +2.7% | +29.4% |
| 5Y | +95.2% | -62.3% | +157.6% | +84.8% |
| 10Y | +288.1% | +162.2% | +125.8% | +174.3% |
| All | +395.7% | +178.1% | +217.6% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling