+283.6%
TJX vs WY
+7.6%
+276.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | -4.2% | -0.4% | -3.0% |
| 30D | -17.2% | -10.1% | -7.1% | -13.7% |
| 3M | -24.9% | -8.5% | -16.4% | -22.6% |
| 6M | -19.7% | -3.3% | -16.3% | -19.2% |
| YTD | -17.2% | -4.4% | -12.8% | -16.7% |
| 1Y | -9.4% | -11.5% | +2.1% | -6.2% |
| 3Y | +43.1% | -24.3% | +67.4% | +54.1% |
| 5Y | +96.7% | -21.3% | +118.0% | +105.5% |
| All | +283.6% | +7.6% | +276.1% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling