+19.8%
DDOG vs TJX
+4.8%
+15.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.2% | -19.6% | -10.7% |
| 7D | -32.2% | +4.6% | -36.8% | -29.4% |
| 30D | -31.7% | +7.7% | -39.4% | -27.8% |
| 3M | -34.5% | -7.8% | -26.7% | -37.8% |
| 6M | +28.7% | -5.8% | +34.4% | +26.5% |
| YTD | +38.8% | -4.9% | +43.7% | +39.8% |
| 1Y | +19.8% | +3.2% | +16.7% | +27.1% |
| All | +19.8% | +4.8% | +15.0% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling