+135.9%
WMT vs TJX
+95.5%
+40.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | 0.0% | -4.6% | +4.6% | +1.5% |
| 30D | -7.4% | -17.2% | +9.7% | -1.5% |
| 3M | -10.9% | -24.9% | +14.0% | -2.3% |
| 6M | -12.7% | -19.7% | +7.0% | -6.4% |
| YTD | -3.2% | -17.2% | +14.0% | +2.8% |
| 1Y | +5.3% | -9.4% | +14.7% | +8.7% |
| 3Y | +101.9% | +43.1% | +58.8% | +85.6% |
| All | +135.9% | +95.5% | +40.4% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling