+46.6%
TJX vs DAL
+98.4%
-51.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -3.3% | +3.4% | -6.6% | -3.7% |
| 30D | -19.9% | -13.6% | -6.3% | -18.4% |
| 3M | -19.0% | +1.2% | -20.3% | -19.3% |
| 6M | -18.6% | +34.5% | -53.1% | -21.8% |
| YTD | -15.3% | +14.7% | -30.0% | -17.3% |
| 1Y | -7.3% | +29.2% | -36.6% | -11.0% |
| 3Y | +46.6% | +100.0% | -53.4% | +26.1% |
| All | +46.6% | +98.4% | -51.8% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling