+489.1%
DDOG vs TJX
+144.3%
+344.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.9% | -4.6% | +8.5% | +5.7% |
| 30D | -8.2% | -17.2% | +9.0% | -1.3% |
| 3M | -5.6% | -24.9% | +19.3% | +5.0% |
| 6M | +73.5% | -19.7% | +93.2% | +86.4% |
| YTD | +62.7% | -17.2% | +79.9% | +71.4% |
| 1Y | +59.0% | -9.4% | +68.4% | +60.4% |
| 3Y | +117.1% | +43.1% | +74.1% | +77.1% |
| 5Y | +61.3% | +96.7% | -35.4% | +14.4% |
| All | +489.1% | +144.3% | +344.8% | +254.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling