+11.7%
DASH vs TJX
+117.1%
-105.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | -2.2% | -8.3% | -9.3% |
| 30D | +2.2% | -17.1% | +19.3% | +14.9% |
| 3M | +32.3% | -16.5% | +48.7% | +47.6% |
| 6M | +19.1% | -17.8% | +36.9% | +33.8% |
| YTD | -6.5% | -13.2% | +6.7% | +0.7% |
| 1Y | -14.9% | -5.2% | -9.7% | -14.3% |
| 3Y | +151.9% | +48.2% | +103.7% | +81.7% |
| 5Y | +9.4% | +99.8% | -90.3% | -39.5% |
| All | +11.7% | +117.1% | -105.4% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling