+283.6%
TJX vs WMB
+307.8%
-24.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -4.6% | -1.0% | -3.5% | -4.3% |
| 30D | -17.2% | -0.4% | -16.7% | -17.2% |
| 3M | -24.9% | +3.2% | -28.1% | -25.9% |
| 6M | -19.7% | +0.1% | -19.7% | -20.2% |
| YTD | -17.2% | +23.9% | -41.1% | -22.9% |
| 1Y | -9.4% | +27.6% | -37.0% | -16.7% |
| 3Y | +43.1% | +141.9% | -98.8% | +5.6% |
| 5Y | +96.7% | +273.8% | -177.1% | +23.8% |
| All | +283.6% | +307.8% | -24.2% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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