+97.2%
TJX vs SHEL
+191.1%
-93.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | -4.6% | +4.1% | -8.7% | -5.0% |
| 30D | -17.2% | +8.4% | -25.5% | -18.0% |
| 3M | -24.9% | +13.7% | -38.6% | -26.1% |
| 6M | -19.7% | +12.7% | -32.4% | -21.1% |
| YTD | -17.2% | +35.3% | -52.5% | -21.0% |
| 1Y | -9.4% | +39.4% | -48.8% | -14.1% |
| 3Y | +43.1% | +71.5% | -28.4% | +29.7% |
| All | +97.2% | +191.1% | -93.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling