+45,672.9%
TJX vs D
+2,347.4%
+43,325.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -2.2% | +1.5% | -3.7% | -2.8% |
| 30D | -17.1% | -2.6% | -14.6% | -16.3% |
| 3M | -16.5% | 0.0% | -16.5% | -16.5% |
| 6M | -17.8% | +7.4% | -25.2% | -20.4% |
| YTD | -13.2% | +15.9% | -29.1% | -18.5% |
| 1Y | -5.2% | +18.1% | -23.3% | -11.9% |
| 3Y | +48.2% | +58.4% | -10.1% | +19.9% |
| 5Y | +99.8% | +5.2% | +94.6% | +87.6% |
| 10Y | +291.1% | +35.9% | +255.3% | +221.8% |
| All | +45,672.9% | +2,347.4% | +43,325.5% | +8,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling