+53.3%
TJX vs SW
+40.1%
+13.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | -5.6% | +5.0% | -10.6% | -6.0% |
| 3M | -12.3% | -13.7% | +1.3% | -11.2% |
| 6M | -7.7% | +8.0% | -15.7% | -8.7% |
| YTD | -11.4% | +14.0% | -25.4% | -13.0% |
| 1Y | -7.0% | +25.6% | -32.7% | -9.5% |
| 3Y | +53.3% | +40.1% | +13.1% | +51.2% |
| All | +53.3% | +40.1% | +13.1% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling