+358.3%
DELL vs TJX
-9.1%
+367.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +11.9% |
| 7D | +8.2% | -4.6% | +12.8% | +6.8% |
| 30D | +17.1% | -17.2% | +34.3% | +11.7% |
| 3M | +45.2% | -24.9% | +70.1% | +37.7% |
| 6M | +286.8% | -19.7% | +306.4% | +268.1% |
| YTD | +354.8% | -17.2% | +372.0% | +339.9% |
| 1Y | +358.3% | -9.4% | +367.7% | +350.3% |
| All | +358.3% | -9.1% | +367.4% | +350.3% |
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 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