+97.2%
TJX vs SHAK
-22.8%
+120.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.8% |
| 7D | -4.6% | -8.3% | +3.7% | -3.4% |
| 30D | -17.2% | -12.6% | -4.5% | -15.6% |
| 3M | -24.9% | +9.1% | -34.0% | -26.2% |
| 6M | -19.7% | -31.2% | +11.6% | -16.4% |
| YTD | -17.2% | -21.6% | +4.4% | -16.0% |
| 1Y | -9.4% | -38.8% | +29.4% | -4.5% |
| 3Y | +43.1% | +0.6% | +42.5% | +30.4% |
| All | +97.2% | -22.8% | +120.0% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling