+43.5%
TJX vs WWD
+164.0%
-120.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -4.4% | -2.9% | -1.5% | -3.9% |
| 30D | -18.6% | -6.6% | -12.0% | -17.7% |
| 3M | -24.4% | -9.3% | -15.0% | -23.6% |
| 6M | -20.2% | -13.6% | -6.6% | -19.1% |
| YTD | -16.9% | +10.4% | -27.3% | -19.3% |
| 1Y | -8.5% | +39.9% | -48.4% | -15.0% |
| All | +43.5% | +164.0% | -120.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling