+91.1%
DASH vs TJX
+53.4%
+37.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | -6.8% | -5.6% | -1.2% | -3.9% |
| 3M | -20.7% | -12.3% | -8.4% | -15.9% |
| 6M | +15.1% | -7.7% | +22.8% | +18.8% |
| YTD | -24.3% | -11.4% | -12.9% | -20.8% |
| 1Y | -12.1% | -7.0% | -5.1% | -10.6% |
| 3Y | +91.1% | +53.3% | +37.8% | +50.8% |
| All | +91.1% | +53.4% | +37.7% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling