-2.4%
TJX vs WETO
-99.3%
+97.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.8% | -4.3% |
| 7D | -2.0% | +4.5% | -6.5% | -2.0% |
| 30D | +1.1% | -17.7% | +18.9% | +1.1% |
| 3M | -13.1% | -83.1% | +70.0% | -12.5% |
| 6M | -10.0% | -98.3% | +88.3% | -9.0% |
| YTD | -8.9% | -99.0% | +90.1% | -6.3% |
| 1Y | -2.4% | -99.3% | +96.9% | +0.8% |
| All | -2.4% | -99.3% | +97.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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