+143.9%
DASH vs TJX
+46.3%
+97.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -4.2% |
| 7D | -11.2% | -3.3% | -7.9% | -9.8% |
| 30D | -7.3% | -19.9% | +12.5% | +2.7% |
| 3M | +31.4% | -19.0% | +50.5% | +44.5% |
| 6M | +11.9% | -18.6% | +30.4% | +22.2% |
| YTD | -11.5% | -15.3% | +3.8% | -5.6% |
| 1Y | -20.0% | -7.3% | -12.7% | -19.7% |
| 3Y | +143.9% | +46.6% | +97.4% | +63.1% |
| All | +143.9% | +46.3% | +97.7% | +63.1% |
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 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