-21.9%
DASH vs TJX
-8.3%
-13.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | -9.4% | -4.4% | -5.1% | -8.8% |
| 30D | -5.2% | -18.6% | +13.4% | -2.4% |
| 3M | +33.1% | -24.4% | +57.5% | +37.3% |
| 6M | +18.3% | -20.2% | +38.5% | +19.8% |
| YTD | -11.2% | -16.9% | +5.7% | -8.2% |
| 1Y | -21.9% | -8.5% | -13.4% | -18.1% |
| All | -21.9% | -8.3% | -13.6% | -18.1% |
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