+350.7%
TJX vs WING
+412.2%
-61.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -4.0% | -2.3% | -1.7% | -3.7% |
| 30D | -20.3% | -5.6% | -14.7% | -19.9% |
| 3M | -23.3% | -22.9% | -0.4% | -21.0% |
| 6M | -19.7% | -50.4% | +30.7% | -12.6% |
| YTD | -17.1% | -53.3% | +36.2% | -9.7% |
| 1Y | -8.8% | -61.2% | +52.4% | +1.7% |
| 3Y | +43.4% | -30.1% | +73.5% | +39.0% |
| 5Y | +95.2% | -35.0% | +130.2% | +83.3% |
| 10Y | +288.1% | +375.5% | -87.5% | +165.1% |
| All | +350.7% | +412.2% | -61.5% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling