+43.5%
TJX vs WING
-29.7%
+73.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.4% | +0.2% | -4.6% | -4.4% |
| 30D | -18.6% | -0.5% | -18.1% | -18.6% |
| 3M | -24.4% | -23.9% | -0.5% | -23.1% |
| 6M | -20.2% | -48.9% | +28.6% | -16.5% |
| YTD | -16.9% | -53.3% | +36.4% | -12.8% |
| 1Y | -8.5% | -60.3% | +51.8% | -2.8% |
| All | +43.5% | -29.7% | +73.3% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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