+3.2%
TJX vs SHW
+7.3%
-4.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.6% | -1.5% | +3.1% |
| 7D | +4.6% | +13.3% | -8.7% | +0.8% |
| 30D | +7.7% | +14.1% | -6.4% | +3.6% |
| 3M | -7.8% | +0.8% | -8.6% | -8.2% |
| 6M | -5.8% | +17.6% | -23.4% | -11.2% |
| YTD | -4.9% | +13.0% | -17.9% | -9.7% |
| 1Y | +3.2% | +7.0% | -3.8% | -0.6% |
| All | +3.2% | +7.3% | -4.1% | -0.6% |
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