-5.9%
DASH vs TJX
+124.3%
-130.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -10.2% | -5.7% | -4.5% | -6.6% |
| 30D | -8.2% | -3.9% | -4.4% | -5.5% |
| 3M | -15.9% | -12.1% | -3.8% | -8.6% |
| 6M | +13.3% | -7.8% | +21.1% | +18.7% |
| YTD | -21.3% | -10.4% | -10.9% | -16.7% |
| 1Y | -11.1% | -5.5% | -5.6% | -9.6% |
| 3Y | +103.8% | +55.0% | +48.8% | +42.8% |
| 5Y | -21.6% | +114.2% | -135.8% | -57.3% |
| All | -5.9% | +124.3% | -130.2% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling