+878.9%
WULF vs TJX
+42.7%
+836.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +1.4% | -4.6% | +6.0% | +4.0% |
| 30D | -2.6% | -17.2% | +14.5% | +8.3% |
| 3M | -34.0% | -24.9% | -9.1% | -21.9% |
| 6M | +10.0% | -19.7% | +29.7% | +22.2% |
| YTD | +45.7% | -17.2% | +62.9% | +56.3% |
| 1Y | +57.3% | -9.4% | +66.8% | +52.0% |
| 3Y | +878.9% | +43.1% | +835.9% | +412.8% |
| All | +878.9% | +42.7% | +836.2% | +412.8% |
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