+6.6%
DASH vs TJX
+107.1%
-100.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -4.6% | -4.6% | 0.0% | -1.7% |
| 30D | -5.0% | -17.2% | +12.2% | +7.0% |
| 3M | +30.6% | -24.9% | +55.5% | +56.3% |
| 6M | +19.2% | -19.7% | +38.8% | +35.8% |
| YTD | -10.8% | -17.2% | +6.4% | -0.9% |
| 1Y | -22.4% | -9.4% | -13.0% | -19.5% |
| 3Y | +142.5% | +43.1% | +99.4% | +78.8% |
| 5Y | -4.0% | +96.7% | -100.7% | -45.3% |
| All | +6.6% | +107.1% | -100.6% | -38.2% |
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