+142.1%
WBD vs TJX
+42.7%
+99.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -0.7% | -4.6% | +3.8% | +1.5% |
| 30D | +1.4% | -17.2% | +18.6% | +11.0% |
| 3M | +4.4% | -24.9% | +29.3% | +20.1% |
| 6M | +0.8% | -19.7% | +20.5% | +11.0% |
| YTD | -2.7% | -17.2% | +14.5% | +4.6% |
| 1Y | +73.4% | -9.4% | +82.8% | +74.5% |
| 3Y | +142.1% | +43.1% | +99.1% | +61.9% |
| All | +142.1% | +42.7% | +99.4% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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