+43,572.8%
TJX vs SHEL
+2,565.5%
+41,007.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | -4.6% | +4.1% | -8.7% | -5.4% |
| 30D | -17.2% | +8.4% | -25.5% | -18.6% |
| 3M | -24.9% | +13.7% | -38.6% | -27.0% |
| 6M | -19.7% | +12.7% | -32.4% | -22.0% |
| YTD | -17.2% | +35.3% | -52.5% | -22.8% |
| 1Y | -9.4% | +39.4% | -48.8% | -16.2% |
| 3Y | +43.1% | +71.5% | -28.4% | +25.6% |
| 5Y | +96.7% | +195.0% | -98.3% | +51.4% |
| 10Y | +287.7% | +211.1% | +76.7% | +187.7% |
| All | +43,572.8% | +2,565.5% | +41,007.3% | +28,117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling