-5.2%
TJX vs WAB
+48.2%
-53.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.2% | -3.2% | +1.0% | -1.8% |
| 30D | -17.1% | -4.4% | -12.7% | -16.6% |
| 3M | -16.5% | +7.9% | -24.3% | -18.0% |
| 6M | -17.8% | +8.7% | -26.5% | -20.0% |
| YTD | -13.2% | +33.0% | -46.2% | -19.1% |
| 1Y | -5.2% | +46.7% | -51.8% | -12.9% |
| All | -5.2% | +48.2% | -53.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling