+316.3%
TJX vs SWKS
+31.8%
+284.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -0.5% | -3.1% | +2.6% | +0.1% |
| 30D | -1.3% | +8.3% | -9.7% | -3.1% |
| 3M | -13.5% | +20.2% | -33.8% | -17.8% |
| 6M | -10.1% | +24.9% | -35.1% | -16.4% |
| YTD | -10.0% | +33.2% | -43.2% | -18.4% |
| 1Y | -5.5% | +23.6% | -29.1% | -12.9% |
| 3Y | +55.5% | +1.3% | +54.3% | +42.8% |
| 5Y | +112.6% | -40.6% | +153.2% | +122.5% |
| 10Y | +316.3% | +35.3% | +281.0% | +222.2% |
| All | +316.3% | +31.8% | +284.4% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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