-7.3%
TJX vs SWK
+24.6%
-32.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -19.9% | -8.9% | -10.9% | -18.8% |
| 3M | -19.0% | +20.5% | -39.5% | -21.9% |
| 6M | -18.6% | +27.1% | -45.7% | -22.6% |
| YTD | -15.3% | +30.2% | -45.5% | -20.1% |
| 1Y | -7.3% | +24.8% | -32.1% | -13.4% |
| All | -7.3% | +24.6% | -32.0% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling