+95.2%
TJX vs D
+5.1%
+90.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.8% |
| 7D | -4.0% | -0.4% | -3.5% | -3.9% |
| 30D | -20.3% | -2.1% | -18.3% | -20.0% |
| 3M | -23.3% | -0.7% | -22.5% | -23.2% |
| 6M | -19.7% | +5.6% | -25.3% | -20.7% |
| YTD | -17.1% | +14.6% | -31.7% | -19.6% |
| 1Y | -8.8% | +15.3% | -24.1% | -11.7% |
| 3Y | +43.4% | +59.1% | -15.7% | +28.9% |
| 5Y | +95.2% | +3.9% | +91.3% | +92.5% |
| All | +95.2% | +5.1% | +90.1% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling