+43.1%
TJX vs SHEL
+70.5%
-27.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.3% |
| 7D | -4.6% | +4.1% | -8.7% | -4.6% |
| 30D | -17.2% | +8.4% | -25.5% | -17.2% |
| 3M | -24.9% | +13.7% | -38.6% | -25.1% |
| 6M | -19.7% | +12.7% | -32.4% | -20.1% |
| YTD | -17.2% | +35.3% | -52.5% | -18.7% |
| 1Y | -9.4% | +39.4% | -48.8% | -11.3% |
| 3Y | +43.1% | +71.5% | -28.4% | +33.9% |
| All | +43.1% | +70.5% | -27.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling