-11.1%
TJX vs WOLF
+44.0%
-55.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.3% |
| 7D | -4.6% | -8.6% | +4.0% | -4.7% |
| 30D | -17.2% | -18.3% | +1.1% | -17.4% |
| 3M | -24.9% | -43.1% | +18.2% | -25.3% |
| 6M | -19.7% | +42.4% | -62.1% | -19.8% |
| YTD | -17.2% | +48.9% | -66.1% | -16.9% |
| All | -11.1% | +44.0% | -55.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 5y: compounded portfolio wealth divided by compounded WOLF 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…
5y analysis · Full analysis span regression · 6 months rolling