+135.0%
WFC vs TJX
+42.7%
+92.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | +0.4% | -4.6% | +4.9% | +2.0% |
| 30D | +1.5% | -17.2% | +18.7% | +8.5% |
| 3M | +10.2% | -24.9% | +35.1% | +22.0% |
| 6M | +18.8% | -19.7% | +38.5% | +27.6% |
| YTD | -1.5% | -17.2% | +15.7% | +4.5% |
| 1Y | +13.5% | -9.4% | +23.0% | +16.0% |
| 3Y | +135.0% | +43.1% | +91.9% | +106.5% |
| All | +135.0% | +42.7% | +92.3% | +106.5% |
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