+43,711.4%
TJX vs WSM
+34,191.7%
+9,519.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | -18.6% | -10.7% | -7.9% | -16.6% |
| 3M | -24.4% | +8.5% | -32.8% | -25.8% |
| 6M | -20.2% | +19.6% | -39.9% | -23.5% |
| YTD | -16.9% | +26.6% | -43.5% | -21.5% |
| 1Y | -8.5% | +12.0% | -20.5% | -11.5% |
| 3Y | +43.7% | +226.6% | -182.9% | +5.4% |
| 5Y | +97.3% | +174.1% | -76.8% | +45.7% |
| 10Y | +289.0% | +1,052.9% | -764.0% | +98.7% |
| All | +43,711.4% | +34,191.7% | +9,519.7% | +10,327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling