+23.5%
DIS vs TJX
+287.7%
-264.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +1.2% | -4.6% | +5.8% | +3.6% |
| 30D | +3.2% | -17.2% | +20.4% | +13.5% |
| 3M | +7.0% | -24.9% | +31.9% | +23.7% |
| 6M | +6.4% | -19.7% | +26.1% | +18.5% |
| YTD | -5.6% | -17.2% | +11.6% | +3.1% |
| 1Y | -7.7% | -9.4% | +1.7% | -3.9% |
| 3Y | +33.2% | +43.1% | -9.9% | +8.0% |
| 5Y | -40.3% | +96.7% | -137.0% | -59.7% |
| All | +23.5% | +287.7% | -264.2% | -38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling