-5.2%
TJX vs SHW
-7.8%
+2.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.2% | -3.2% | +1.0% | -1.4% |
| 30D | -17.1% | -9.5% | -7.6% | -14.9% |
| 3M | -16.5% | +11.5% | -27.9% | -19.6% |
| 6M | -17.8% | -3.5% | -14.3% | -18.3% |
| YTD | -13.2% | +3.7% | -16.9% | -15.0% |
| 1Y | -5.2% | -7.9% | +2.7% | -5.8% |
| All | -5.2% | -7.8% | +2.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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