+8,577.3%
WFC vs TJX
+44,429.5%
-35,852.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +0.3% | -4.4% | +4.7% | +1.9% |
| 30D | +2.3% | -18.6% | +20.9% | +10.3% |
| 3M | +9.8% | -24.4% | +34.1% | +21.3% |
| 6M | +15.6% | -20.2% | +35.8% | +25.1% |
| YTD | -2.4% | -16.9% | +14.5% | +3.9% |
| 1Y | +13.8% | -8.5% | +22.3% | +16.8% |
| 3Y | +134.6% | +43.7% | +90.9% | +102.4% |
| 5Y | +127.9% | +97.3% | +30.6% | +73.4% |
| 10Y | +141.8% | +289.0% | -147.2% | +45.3% |
| All | +8,577.3% | +44,429.5% | -35,852.3% | +1,356.4% |
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