-9.4%
TJX vs SHAK
-34.9%
+25.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.5% |
| 7D | -4.6% | -8.3% | +3.7% | -4.1% |
| 30D | -17.2% | -12.6% | -4.5% | -16.5% |
| 3M | -24.9% | +9.1% | -34.0% | -25.5% |
| 6M | -19.7% | -31.2% | +11.6% | -18.5% |
| YTD | -17.2% | -21.6% | +4.4% | -16.6% |
| 1Y | -9.4% | -38.8% | +29.4% | -9.2% |
| All | -9.4% | -34.9% | +25.4% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling