-3.5%
DASH vs TJX
+98.4%
-101.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.4% | -2.9% | -3.5% |
| 7D | -11.2% | -3.3% | -7.9% | -8.9% |
| 30D | -7.3% | -19.9% | +12.5% | +9.2% |
| 3M | +31.4% | -19.0% | +50.5% | +53.1% |
| 6M | +11.9% | -18.6% | +30.4% | +29.1% |
| YTD | -11.5% | -15.3% | +3.8% | -1.7% |
| 1Y | -20.0% | -7.3% | -12.7% | -18.3% |
| 3Y | +143.9% | +46.6% | +97.4% | +61.6% |
| All | -3.5% | +98.4% | -101.9% | -54.8% |
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 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