+43.1%
TJX vs WAB
+167.4%
-124.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -17.2% | -4.1% | -13.1% | -16.4% |
| 3M | -24.9% | +8.2% | -33.1% | -26.6% |
| 6M | -19.7% | +15.4% | -35.1% | -22.9% |
| YTD | -17.2% | +33.1% | -50.3% | -23.5% |
| 1Y | -9.4% | +48.1% | -57.5% | -18.6% |
| 3Y | +43.1% | +167.7% | -124.7% | +5.2% |
| All | +43.1% | +167.4% | -124.3% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling