+4.0%
TJX vs WETO
-99.4%
+103.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.3% |
| 7D | -4.6% | -4.3% | -0.3% | -4.6% |
| 30D | -17.2% | -39.9% | +22.7% | -16.8% |
| 3M | -24.9% | -97.9% | +73.0% | -22.6% |
| 6M | -19.7% | -95.0% | +75.4% | -19.1% |
| YTD | -17.2% | -97.2% | +80.0% | -16.1% |
| 1Y | -9.4% | -98.9% | +89.5% | -7.3% |
| All | +4.0% | -99.4% | +103.4% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling