-8.5%
TJX vs D
+15.9%
-24.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.4% | -1.6% | -2.7% | -4.1% |
| 30D | -18.6% | -3.5% | -15.1% | -18.1% |
| 3M | -24.4% | -1.6% | -22.8% | -24.2% |
| 6M | -20.2% | +5.8% | -26.0% | -20.8% |
| YTD | -16.9% | +14.5% | -31.4% | -18.5% |
| 1Y | -8.5% | +14.2% | -22.7% | -10.5% |
| All | -8.5% | +15.9% | -24.5% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling