+283.6%
TJX vs SHEL
+214.0%
+69.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -4.6% | +4.1% | -8.7% | -5.8% |
| 30D | -17.2% | +8.4% | -25.5% | -19.3% |
| 3M | -24.9% | +13.7% | -38.6% | -28.1% |
| 6M | -19.7% | +12.7% | -32.4% | -23.2% |
| YTD | -17.2% | +35.3% | -52.5% | -25.8% |
| 1Y | -9.4% | +39.4% | -48.8% | -19.8% |
| 3Y | +43.1% | +71.5% | -28.4% | +15.7% |
| 5Y | +96.7% | +195.0% | -98.3% | +23.9% |
| All | +283.6% | +214.0% | +69.7% | +136.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling