+3.2%
TJX vs SHEL
+43.6%
-40.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.4% | +4.9% |
| 7D | +4.6% | -3.2% | +7.8% | +4.2% |
| 30D | +7.7% | +5.5% | +2.2% | +8.7% |
| 3M | -7.8% | +14.4% | -22.2% | -5.7% |
| 6M | -5.8% | +16.2% | -21.9% | -4.3% |
| YTD | -4.9% | +42.4% | -47.3% | -1.3% |
| 1Y | +3.2% | +43.3% | -40.1% | +6.6% |
| All | +3.2% | +43.6% | -40.5% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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