+10.4%
DIA vs TJX
-19.9%
+30.3%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.4% |
| 7D | -1.2% | -4.0% | +2.7% | -0.6% |
| 30D | -2.7% | -20.3% | +17.7% | +0.6% |
| 3M | +3.3% | -23.3% | +26.5% | +7.5% |
| 6M | +10.4% | -19.7% | +30.2% | +13.7% |
| All | +10.4% | -19.9% | +30.3% | +13.7% |
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