+95.2%
TJX vs SWKS
-50.3%
+145.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -4.0% | +6.8% | -10.7% | -4.9% |
| 30D | -20.3% | +11.3% | -31.6% | -21.7% |
| 3M | -23.3% | +4.1% | -27.3% | -24.0% |
| 6M | -19.7% | +39.7% | -59.4% | -25.1% |
| YTD | -17.1% | +23.2% | -40.4% | -21.2% |
| 1Y | -8.8% | +5.3% | -14.1% | -11.1% |
| 3Y | +43.4% | -15.1% | +58.5% | +40.7% |
| 5Y | +95.2% | -50.3% | +145.5% | +121.2% |
| All | +95.2% | -50.3% | +145.6% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling