+43.5%
TJX vs DAR
+7.7%
+35.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -4.4% | +0.9% | -5.3% | -4.4% |
| 30D | -18.6% | +6.4% | -25.0% | -18.8% |
| 3M | -24.4% | +13.2% | -37.6% | -24.7% |
| 6M | -20.2% | +26.2% | -46.4% | -21.1% |
| YTD | -16.9% | +84.4% | -101.3% | -19.5% |
| 1Y | -8.5% | +112.0% | -120.6% | -12.2% |
| All | +43.5% | +7.7% | +35.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling