+103.3%
TJX vs SWK
-38.7%
+142.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -2.2% | -0.4% | -1.8% | -2.2% |
| 30D | -17.1% | -5.7% | -11.4% | -16.3% |
| 3M | -16.5% | +24.1% | -40.5% | -20.4% |
| 6M | -17.8% | +24.7% | -42.5% | -22.0% |
| YTD | -13.2% | +33.9% | -47.2% | -19.0% |
| 1Y | -5.2% | +34.7% | -39.9% | -12.0% |
| 3Y | +48.2% | +15.3% | +33.0% | +38.2% |
| All | +103.3% | -38.7% | +142.0% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling