+97.2%
TJX vs WY
-22.2%
+119.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | -4.2% | -0.4% | -3.2% |
| 30D | -17.2% | -10.1% | -7.1% | -14.3% |
| 3M | -24.9% | -8.5% | -16.4% | -23.0% |
| 6M | -19.7% | -3.3% | -16.3% | -19.3% |
| YTD | -17.2% | -4.4% | -12.8% | -16.9% |
| 1Y | -9.4% | -11.5% | +2.1% | -6.7% |
| 3Y | +43.1% | -24.3% | +67.4% | +52.9% |
| All | +97.2% | -22.2% | +119.4% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling