+45,672.9%
TJX vs SWKS
+8,307.4%
+37,365.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.4% |
| 7D | -2.2% | +12.5% | -14.8% | -3.4% |
| 30D | -17.1% | +10.5% | -27.6% | -18.0% |
| 3M | -16.5% | -7.4% | -9.1% | -16.2% |
| 6M | -17.8% | +32.7% | -50.5% | -20.6% |
| YTD | -13.2% | +19.2% | -32.4% | -15.4% |
| 1Y | -5.2% | +2.4% | -7.6% | -6.5% |
| 3Y | +48.2% | -25.6% | +73.9% | +48.4% |
| 5Y | +99.8% | -53.4% | +153.2% | +107.5% |
| 10Y | +291.1% | +23.2% | +268.0% | +266.9% |
| All | +45,672.9% | +8,307.4% | +37,365.5% | +28,499.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling