+112.6%
TJX vs SW
+2.5%
+110.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -0.5% | +2.2% | -2.7% | -0.7% |
| 30D | -1.3% | +7.4% | -8.8% | -1.9% |
| 3M | -13.5% | -5.9% | -7.6% | -13.2% |
| 6M | -10.1% | +9.0% | -19.1% | -11.0% |
| YTD | -10.0% | +18.1% | -28.2% | -11.6% |
| 1Y | -5.5% | +28.7% | -34.2% | -7.8% |
| 3Y | +55.5% | +48.8% | +6.8% | +49.6% |
| 5Y | +112.6% | +2.5% | +110.2% | +101.3% |
| All | +112.6% | +2.5% | +110.2% | +101.3% |
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