+499.9%
DDOG vs TJX
+144.5%
+355.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.2% | +9.3% | +8.0% |
| 7D | +7.7% | -4.0% | +11.6% | +9.3% |
| 30D | -13.6% | -20.3% | +6.7% | -5.8% |
| 3M | -0.9% | -23.3% | +22.4% | +9.2% |
| 6M | +75.2% | -19.7% | +95.0% | +88.2% |
| YTD | +65.7% | -17.1% | +82.8% | +74.5% |
| 1Y | +60.4% | -8.8% | +69.2% | +61.3% |
| 3Y | +130.7% | +43.4% | +87.3% | +88.0% |
| 5Y | +59.9% | +95.2% | -35.3% | +13.6% |
| All | +499.9% | +144.5% | +355.4% | +260.7% |
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 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