+9,012.8%
WMT vs TJX
+44,288.6%
-35,275.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | 0.0% | -4.6% | +4.6% | +1.4% |
| 30D | -7.4% | -17.2% | +9.7% | -1.9% |
| 3M | -10.9% | -24.9% | +14.0% | -2.8% |
| 6M | -12.7% | -19.7% | +7.0% | -6.8% |
| YTD | -3.2% | -17.2% | +14.0% | +2.3% |
| 1Y | +5.3% | -9.4% | +14.7% | +8.2% |
| 3Y | +101.9% | +43.1% | +58.8% | +80.3% |
| 5Y | +134.6% | +96.7% | +37.9% | +86.8% |
| 10Y | +440.4% | +287.7% | +152.6% | +228.7% |
| All | +9,012.8% | +44,288.6% | -35,275.8% | +1,090.3% |
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