+97.2%
TJX vs WSM
+175.3%
-78.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -4.6% | -0.5% | -4.1% | -4.5% |
| 30D | -17.2% | -7.7% | -9.4% | -16.0% |
| 3M | -24.9% | +3.8% | -28.7% | -25.5% |
| 6M | -19.7% | +22.7% | -42.3% | -22.9% |
| YTD | -17.2% | +28.0% | -45.2% | -21.4% |
| 1Y | -9.4% | +12.7% | -22.1% | -12.2% |
| 3Y | +43.1% | +231.3% | -188.2% | +3.1% |
| All | +97.2% | +175.3% | -78.1% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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