+108.3%
TJX vs SW
-2.3%
+110.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | -12.3% | -13.7% | +1.3% | -11.4% |
| 6M | -7.7% | +8.0% | -15.7% | -8.5% |
| YTD | -11.4% | +14.0% | -25.4% | -12.7% |
| 1Y | -7.0% | +25.6% | -32.7% | -9.1% |
| 3Y | +53.3% | +40.1% | +13.1% | +48.1% |
| All | +108.3% | -2.3% | +110.6% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling