+283.6%
TJX vs SHW
+288.7%
-5.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -1.1% |
| 7D | -4.6% | -3.1% | -1.5% | -3.2% |
| 30D | -17.2% | -10.0% | -7.1% | -13.3% |
| 3M | -24.9% | +2.3% | -27.2% | -26.1% |
| 6M | -19.7% | +0.7% | -20.3% | -20.7% |
| YTD | -17.2% | +0.5% | -17.7% | -18.4% |
| 1Y | -9.4% | -11.5% | +2.0% | -5.7% |
| 3Y | +43.1% | +21.3% | +21.7% | +25.9% |
| 5Y | +96.7% | +12.5% | +84.2% | +74.6% |
| All | +283.6% | +288.7% | -5.1% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling