+288.1%
TJX vs DAL
+126.9%
+161.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -4.0% | +0.8% | -4.7% | -4.2% |
| 30D | -20.3% | -11.7% | -8.6% | -17.4% |
| 3M | -23.3% | -2.7% | -20.5% | -23.0% |
| 6M | -19.7% | +30.7% | -50.4% | -26.6% |
| YTD | -17.1% | +14.4% | -31.5% | -21.6% |
| 1Y | -8.8% | +31.2% | -40.0% | -17.8% |
| 3Y | +43.4% | +99.4% | -56.1% | +6.1% |
| 5Y | +95.2% | +98.6% | -3.3% | +38.9% |
| 10Y | +288.1% | +135.0% | +153.1% | +141.4% |
| All | +288.1% | +126.9% | +161.1% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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