+1,188.5%
WDC vs TJX
+287.7%
+900.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -4.3% | -4.6% | +0.3% | -1.9% |
| 30D | -1.5% | -17.2% | +15.7% | +9.0% |
| 3M | -15.5% | -24.9% | +9.4% | -2.9% |
| 6M | +66.5% | -19.7% | +86.1% | +82.6% |
| YTD | +159.9% | -17.2% | +177.1% | +178.6% |
| 1Y | +366.0% | -9.4% | +375.4% | +369.4% |
| 3Y | +1,285.8% | +43.1% | +1,242.7% | +936.0% |
| 5Y | +925.6% | +96.7% | +828.9% | +510.2% |
| All | +1,188.5% | +287.7% | +900.8% | +485.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling