+64.1%
DIA vs TJX
+95.5%
-31.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.6% | -4.6% | +3.0% | +0.1% |
| 30D | -2.0% | -17.2% | +15.1% | +4.6% |
| 3M | +3.6% | -24.9% | +28.5% | +14.3% |
| 6M | +11.5% | -19.7% | +31.2% | +19.7% |
| YTD | +10.4% | -17.2% | +27.6% | +17.0% |
| 1Y | +15.6% | -9.4% | +25.0% | +18.1% |
| 3Y | +58.9% | +43.1% | +15.8% | +35.5% |
| All | +64.1% | +95.5% | -31.3% | +23.6% |
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 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