+47,769.5%
TJX vs SWKS
+9,308.1%
+38,461.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -2.0% | -2.7% | +0.7% | -1.8% |
| 30D | -0.5% | +8.5% | -8.9% | -1.3% |
| 3M | -14.1% | +17.3% | -31.4% | -15.8% |
| 6M | -9.4% | +25.1% | -34.5% | -12.0% |
| YTD | -9.2% | +33.3% | -42.6% | -12.8% |
| 1Y | -3.3% | +22.9% | -26.2% | -6.4% |
| 3Y | +57.1% | +5.5% | +51.6% | +51.7% |
| 5Y | +112.3% | -41.9% | +154.2% | +115.4% |
| 10Y | +328.2% | +32.4% | +295.8% | +297.4% |
| All | +47,769.5% | +9,308.1% | +38,461.4% | +29,387.1% |
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