+283.6%
TJX vs WPM
+558.4%
-274.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -4.6% | -0.6% | -4.0% | -4.6% |
| 30D | -17.2% | +14.4% | -31.6% | -17.6% |
| 3M | -24.9% | +37.0% | -61.9% | -26.0% |
| 6M | -19.7% | +4.1% | -23.8% | -20.0% |
| YTD | -17.2% | +31.7% | -48.9% | -18.6% |
| 1Y | -9.4% | +44.2% | -53.6% | -11.5% |
| 3Y | +43.1% | +265.5% | -222.4% | +32.7% |
| 5Y | +96.7% | +262.5% | -165.8% | +81.1% |
| All | +283.6% | +558.4% | -274.8% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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