+1,971.8%
TJX vs SW
+755.0%
+1,216.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -2.2% | -5.1% | +2.8% | -2.1% |
| 30D | -17.1% | -4.6% | -12.6% | -17.0% |
| 3M | -16.5% | +9.4% | -25.9% | -16.8% |
| 6M | -17.8% | +3.5% | -21.3% | -18.1% |
| YTD | -13.2% | +22.0% | -35.2% | -14.0% |
| 1Y | -5.2% | +2.2% | -7.4% | -5.6% |
| 3Y | +48.2% | +19.6% | +28.7% | +46.3% |
| 5Y | +99.8% | -2.3% | +102.1% | +96.4% |
| 10Y | +291.1% | +181.4% | +109.8% | +277.7% |
| All | +1,971.8% | +755.0% | +1,216.8% | +2,031.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling