+61.6%
DDOG vs TJX
-4.4%
+66.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -10.1% | -2.2% | -7.9% | -11.4% |
| 30D | -24.8% | -17.1% | -7.7% | -32.9% |
| 3M | -12.6% | -16.5% | +3.9% | -21.0% |
| 6M | +79.9% | -17.8% | +97.8% | +62.3% |
| YTD | +56.6% | -13.2% | +69.8% | +48.1% |
| 1Y | +61.6% | -5.2% | +66.8% | +58.7% |
| All | +61.6% | -4.4% | +66.0% | +58.7% |
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