+103.3%
TJX vs SW
-2.3%
+105.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.2% |
| 7D | -2.2% | -5.1% | +2.8% | -1.9% |
| 30D | -17.1% | -4.6% | -12.6% | -16.9% |
| 3M | -16.5% | +9.4% | -25.9% | -17.2% |
| 6M | -17.8% | +3.5% | -21.3% | -18.4% |
| YTD | -13.2% | +22.0% | -35.2% | -14.9% |
| 1Y | -5.2% | +2.2% | -7.4% | -6.0% |
| 3Y | +48.2% | +19.6% | +28.7% | +44.2% |
| All | +103.3% | -2.3% | +105.6% | +94.6% |
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