+321.4%
TJX vs WM
+331.3%
-9.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -1.5% | +1.2% | -2.7% | -2.1% |
| 30D | -3.6% | +15.2% | -18.8% | -10.5% |
| 3M | -10.3% | +8.3% | -18.6% | -14.1% |
| 6M | -8.6% | +13.1% | -21.7% | -14.6% |
| YTD | -10.3% | +12.5% | -22.9% | -16.6% |
| 1Y | -6.4% | +21.8% | -28.2% | -16.7% |
| 3Y | +55.0% | +48.8% | +6.2% | +20.2% |
| 5Y | +112.4% | +62.1% | +50.4% | +53.4% |
| All | +321.4% | +331.3% | -9.8% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling