+283.6%
TJX vs D
+36.8%
+246.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | 0.0% |
| 7D | -4.6% | -2.2% | -2.3% | -3.8% |
| 30D | -17.2% | -4.5% | -12.7% | -15.9% |
| 3M | -24.9% | -2.5% | -22.4% | -24.3% |
| 6M | -19.7% | +5.5% | -25.2% | -21.5% |
| YTD | -17.2% | +13.3% | -30.5% | -21.1% |
| 1Y | -9.4% | +11.8% | -21.3% | -13.5% |
| 3Y | +43.1% | +56.7% | -13.6% | +18.2% |
| 5Y | +96.7% | +4.3% | +92.4% | +89.1% |
| All | +283.6% | +36.8% | +246.8% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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