+97.2%
TJX vs WWD
+184.1%
-86.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -4.6% | -2.6% | -2.0% | -4.0% |
| 30D | -17.2% | -6.9% | -10.2% | -15.8% |
| 3M | -24.9% | -13.0% | -11.9% | -22.8% |
| 6M | -19.7% | -12.5% | -7.2% | -18.0% |
| YTD | -17.2% | +11.8% | -29.0% | -21.0% |
| 1Y | -9.4% | +41.1% | -50.5% | -19.3% |
| 3Y | +43.1% | +163.1% | -120.0% | +1.9% |
| All | +97.2% | +184.1% | -86.9% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling