+254.0%
DELL vs TJX
-19.1%
+273.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.6% | -5.3% |
| 7D | -1.9% | -4.4% | +2.5% | -3.4% |
| 30D | +14.9% | -18.6% | +33.5% | +7.2% |
| 3M | +37.2% | -24.4% | +61.6% | +28.7% |
| 6M | +254.0% | -20.2% | +274.2% | +238.6% |
| All | +254.0% | -19.1% | +273.1% | +238.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling