+1,455.0%
DIS vs TJX
+45,310.2%
-43,855.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | -1.1% | -3.3% | +2.2% | -0.1% |
| 30D | +0.1% | -19.9% | +20.0% | +7.3% |
| 3M | +7.1% | -19.0% | +26.1% | +14.3% |
| 6M | +4.3% | -18.6% | +22.8% | +11.0% |
| YTD | -6.9% | -15.3% | +8.3% | -2.3% |
| 1Y | -10.3% | -7.3% | -3.0% | -8.5% |
| 3Y | +32.8% | +46.6% | -13.8% | +16.9% |
| 5Y | -41.5% | +98.5% | -140.0% | -53.4% |
| 10Y | +21.2% | +289.1% | -267.9% | -21.8% |
| All | +1,455.0% | +45,310.2% | -43,855.1% | +234.6% |
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 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