-16.8%
DASH vs TJX
+110.1%
-126.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.8% |
| 7D | -2.8% | -0.5% | -2.2% | -2.0% |
| 30D | -9.3% | -1.3% | -8.0% | -8.0% |
| 3M | -15.1% | -13.5% | -1.5% | -5.1% |
| 6M | +8.7% | -10.1% | +18.9% | +17.1% |
| YTD | -21.3% | -10.0% | -11.3% | -16.2% |
| 1Y | -12.7% | -5.5% | -7.1% | -11.2% |
| 3Y | +103.8% | +55.5% | +48.3% | +27.2% |
| 5Y | -16.8% | +112.6% | -129.4% | -62.6% |
| All | -16.8% | +110.1% | -126.9% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling