+45,672.8%
TJX vs SWK
+1,275.2%
+44,397.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | -17.1% | -5.7% | -11.4% | -15.4% |
| 3M | -16.5% | +24.1% | -40.5% | -23.7% |
| 6M | -17.8% | +24.7% | -42.5% | -25.6% |
| YTD | -13.2% | +33.9% | -47.2% | -23.9% |
| 1Y | -5.2% | +34.7% | -39.9% | -17.7% |
| 3Y | +48.2% | +15.3% | +33.0% | +28.4% |
| 5Y | +99.8% | -39.3% | +139.1% | +114.7% |
| 10Y | +291.1% | +2.5% | +288.6% | +220.4% |
| All | +45,672.8% | +1,275.2% | +44,397.7% | +9,187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling