-28.0%
DHR vs TJX
+95.5%
-123.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -4.6% | +1.0% | -2.0% |
| 30D | -2.7% | -17.2% | +14.4% | +3.8% |
| 3M | +10.9% | -24.9% | +35.8% | +22.6% |
| 6M | +3.0% | -19.7% | +22.7% | +10.8% |
| YTD | -12.2% | -17.2% | +5.0% | -6.9% |
| 1Y | +3.3% | -9.4% | +12.7% | +5.6% |
| 3Y | -8.2% | +43.1% | -51.3% | -21.8% |
| All | -28.0% | +95.5% | -123.5% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling