+2,022.3%
TJX vs SW
+722.5%
+1,299.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.3% |
| 7D | -3.6% | +2.3% | -5.9% | -3.6% |
| 30D | -2.5% | +6.8% | -9.3% | -2.8% |
| 3M | -16.2% | -5.2% | -11.1% | -16.1% |
| 6M | -12.4% | +7.4% | -19.8% | -12.7% |
| YTD | -11.1% | +17.4% | -28.5% | -11.8% |
| 1Y | -4.7% | +27.1% | -31.8% | -5.8% |
| 3Y | +54.8% | +47.9% | +7.0% | +52.0% |
| 5Y | +104.3% | -2.6% | +106.8% | +101.0% |
| 10Y | +332.7% | +182.7% | +150.0% | +318.5% |
| All | +2,022.3% | +722.5% | +1,299.8% | +2,086.3% |
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 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