+43,711.4%
TJX vs SHW
+19,632.5%
+24,078.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -4.4% | -4.5% | +0.1% | -2.5% |
| 30D | -18.6% | -12.7% | -5.9% | -13.9% |
| 3M | -24.4% | +4.7% | -29.1% | -26.2% |
| 6M | -20.2% | -3.4% | -16.8% | -19.7% |
| YTD | -16.9% | -1.3% | -15.6% | -17.4% |
| 1Y | -8.5% | -10.4% | +1.8% | -5.5% |
| 3Y | +43.7% | +20.1% | +23.6% | +29.1% |
| 5Y | +97.3% | +10.5% | +86.8% | +78.9% |
| 10Y | +289.0% | +280.3% | +8.7% | +106.2% |
| All | +43,711.4% | +19,632.5% | +24,078.8% | +3,837.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling