+53.3%
TJX vs SWK
+50.7%
+2.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -0.3% | -1.4% | +1.0% | -0.1% |
| 30D | -5.6% | +25.5% | -31.0% | -8.4% |
| 3M | -12.3% | +11.8% | -24.1% | -13.7% |
| 6M | -7.7% | +48.7% | -56.4% | -12.9% |
| YTD | -11.4% | +57.2% | -68.6% | -17.4% |
| 1Y | -7.0% | +75.3% | -82.3% | -14.6% |
| 3Y | +53.3% | +51.9% | +1.3% | +38.6% |
| All | +53.3% | +50.7% | +2.6% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling