+1,098.4%
DIA vs TJX
+7,654.7%
-6,556.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -3.0% | -4.4% | +1.4% | -1.6% |
| 30D | -3.0% | -18.6% | +15.6% | +3.7% |
| 3M | +4.5% | -24.4% | +28.9% | +14.3% |
| 6M | +9.8% | -20.2% | +30.0% | +17.7% |
| YTD | +9.3% | -16.9% | +26.2% | +15.5% |
| 1Y | +16.0% | -8.5% | +24.5% | +18.5% |
| 3Y | +57.7% | +43.7% | +14.0% | +38.1% |
| 5Y | +63.8% | +97.3% | -33.6% | +27.3% |
| 10Y | +248.8% | +289.0% | -40.2% | +113.1% |
| All | +1,098.4% | +7,654.7% | -6,556.3% | +197.1% |
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