+46,630.9%
TJX vs D
+2,415.1%
+44,215.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -0.3% | -1.4% | +1.0% | +0.2% |
| 30D | -5.6% | +7.7% | -13.3% | -8.3% |
| 3M | -12.3% | -0.3% | -12.0% | -12.3% |
| 6M | -7.7% | +10.1% | -17.8% | -11.4% |
| YTD | -11.4% | +19.1% | -30.5% | -17.7% |
| 1Y | -7.0% | +15.9% | -22.9% | -12.9% |
| 3Y | +53.3% | +75.0% | -21.7% | +19.6% |
| 5Y | +109.9% | +13.4% | +96.5% | +91.4% |
| 10Y | +310.0% | +47.5% | +262.5% | +226.8% |
| All | +46,630.9% | +2,415.1% | +44,215.8% | +8,133.7% |
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