+5,074.9%
DELL vs TJX
+272.5%
+4,802.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +12.1% |
| 7D | +8.2% | -4.6% | +12.8% | +10.2% |
| 30D | +17.1% | -17.2% | +34.3% | +26.3% |
| 3M | +45.2% | -24.9% | +70.1% | +62.1% |
| 6M | +286.8% | -19.7% | +306.4% | +317.4% |
| YTD | +354.8% | -17.2% | +372.0% | +383.1% |
| 1Y | +358.3% | -9.4% | +367.7% | +366.6% |
| 3Y | +724.9% | +43.1% | +681.8% | +580.2% |
| 5Y | +1,193.7% | +96.7% | +1,097.0% | +811.4% |
| 10Y | +4,433.8% | +287.7% | +4,146.1% | +2,508.5% |
| All | +5,074.9% | +272.5% | +4,802.4% | +2,930.3% |
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 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