+316.3%
TJX vs WM
+329.9%
-13.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.5% | +1.2% | -1.7% | -1.1% |
| 30D | -1.3% | +13.7% | -15.0% | -7.7% |
| 3M | -13.5% | +5.2% | -18.7% | -15.9% |
| 6M | -10.1% | +11.2% | -21.3% | -15.3% |
| YTD | -10.0% | +9.4% | -19.5% | -15.1% |
| 1Y | -5.5% | +20.4% | -25.9% | -15.4% |
| 3Y | +55.5% | +44.7% | +10.8% | +22.4% |
| 5Y | +112.6% | +58.5% | +54.2% | +55.3% |
| 10Y | +316.3% | +326.4% | -10.1% | +94.2% |
| All | +316.3% | +329.9% | -13.6% | +94.2% |
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