-9.4%
TJX vs WAT
+38.4%
-47.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -17.2% | -1.9% | -15.3% | -17.1% |
| 3M | -24.9% | +13.5% | -38.4% | -25.6% |
| 6M | -19.7% | +37.2% | -56.9% | -21.5% |
| YTD | -17.2% | +7.5% | -24.7% | -18.6% |
| 1Y | -9.4% | +35.0% | -44.4% | -10.0% |
| All | -9.4% | +38.4% | -47.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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