-22.5%
DIS vs TJX
+108.4%
-130.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +9.2% | -5.6% | +14.7% | +12.2% |
| 3M | +13.5% | -12.3% | +25.9% | +20.8% |
| 6M | +14.3% | -7.7% | +22.0% | +18.0% |
| YTD | +5.4% | -11.4% | +16.8% | +10.8% |
| 1Y | +12.2% | -7.0% | +19.2% | +14.8% |
| 3Y | +37.2% | +53.3% | -16.1% | +5.8% |
| All | -22.5% | +108.4% | -130.9% | -50.8% |
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