+3,946.5%
TJX vs WTW
+1,102.0%
+2,844.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -4.6% | -5.7% | +1.1% | -2.7% |
| 30D | -17.2% | -7.3% | -9.9% | -15.1% |
| 3M | -24.9% | +21.5% | -46.4% | -30.0% |
| 6M | -19.7% | +9.6% | -29.3% | -22.9% |
| YTD | -17.2% | -3.3% | -13.9% | -17.5% |
| 1Y | -9.4% | -6.1% | -3.3% | -8.9% |
| 3Y | +43.1% | +61.8% | -18.8% | +17.3% |
| 5Y | +96.7% | +42.7% | +54.0% | +67.2% |
| 10Y | +287.7% | +197.2% | +90.5% | +155.1% |
| All | +3,946.5% | +1,102.0% | +2,844.4% | +1,904.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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