+283.6%
TJX vs DAR
+366.1%
-82.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -17.2% | +2.6% | -19.8% | -17.8% |
| 3M | -24.9% | +14.2% | -39.1% | -27.6% |
| 6M | -19.7% | +17.2% | -36.9% | -23.3% |
| YTD | -17.2% | +80.9% | -98.1% | -29.0% |
| 1Y | -9.4% | +104.0% | -113.4% | -25.2% |
| 3Y | +43.1% | +3.6% | +39.4% | +36.8% |
| 5Y | +96.7% | -7.8% | +104.5% | +85.8% |
| All | +283.6% | +366.1% | -82.4% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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