-17.2%
DASH vs TJX
+4.8%
-22.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +6.6% |
| 7D | +17.2% | +4.6% | +12.6% | +15.6% |
| 30D | +3.6% | +7.7% | -4.1% | +1.7% |
| 3M | -1.9% | -7.8% | +6.0% | -1.4% |
| 6M | +15.1% | -5.8% | +20.9% | +14.3% |
| YTD | -12.3% | -4.9% | -7.4% | -11.1% |
| 1Y | -17.2% | +3.2% | -20.4% | -14.0% |
| All | -17.2% | +4.8% | -22.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 1y: compounded portfolio wealth divided by compounded TJX 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…
1y analysis · Full analysis span regression · 6 months rolling