+288.1%
TJX vs SWK
-0.7%
+288.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.4% |
| 7D | -4.0% | -4.6% | +0.6% | -2.5% |
| 30D | -20.3% | -9.9% | -10.4% | -17.6% |
| 3M | -23.3% | +15.4% | -38.7% | -27.5% |
| 6M | -19.7% | +25.0% | -44.7% | -26.6% |
| YTD | -17.1% | +27.2% | -44.4% | -25.1% |
| 1Y | -8.8% | +24.6% | -33.4% | -17.4% |
| 3Y | +43.4% | +13.7% | +29.7% | +26.6% |
| 5Y | +95.2% | -41.5% | +136.8% | +123.8% |
| 10Y | +288.1% | +0.7% | +287.4% | +219.1% |
| All | +288.1% | -0.7% | +288.7% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling