+284.9%
TJX vs WM
+306.3%
-21.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | -4.4% | -3.1% | -1.2% | -2.8% |
| 30D | -18.6% | -5.3% | -13.2% | -16.2% |
| 3M | -24.4% | -4.2% | -20.1% | -22.8% |
| 6M | -20.2% | -8.1% | -12.2% | -17.1% |
| YTD | -16.9% | -1.4% | -15.5% | -17.1% |
| 1Y | -8.5% | +0.2% | -8.7% | -9.8% |
| 3Y | +43.7% | +43.1% | +0.6% | +12.8% |
| 5Y | +97.3% | +49.8% | +47.5% | +47.1% |
| All | +284.9% | +306.3% | -21.5% | +68.8% |
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