+17,600.4%
WDC vs TJX
+44,429.5%
-26,829.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.7% | -4.5% |
| 7D | +4.4% | -4.4% | +8.8% | +6.1% |
| 30D | +5.3% | -18.6% | +23.9% | +13.4% |
| 3M | -5.9% | -24.4% | +18.4% | +2.9% |
| 6M | +73.2% | -20.2% | +93.5% | +85.2% |
| YTD | +167.8% | -16.9% | +184.8% | +181.3% |
| 1Y | +386.0% | -8.5% | +394.5% | +390.1% |
| 3Y | +1,309.7% | +43.7% | +1,266.0% | +1,095.7% |
| 5Y | +957.1% | +97.3% | +859.8% | +690.4% |
| 10Y | +1,246.7% | +289.0% | +957.7% | +696.5% |
| All | +17,600.4% | +44,429.5% | -26,829.1% | +2,513.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling