+27,253.3%
TJX vs DAR
+1,817.4%
+25,435.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.6% |
| 7D | -3.3% | -0.9% | -2.4% | -3.2% |
| 30D | -19.9% | +13.0% | -32.8% | -20.4% |
| 3M | -19.0% | +15.0% | -34.0% | -19.8% |
| 6M | -18.6% | +26.8% | -45.4% | -19.8% |
| YTD | -15.3% | +86.4% | -101.7% | -18.4% |
| 1Y | -7.3% | +115.1% | -122.4% | -11.5% |
| 3Y | +46.6% | +14.6% | +32.0% | +43.6% |
| 5Y | +98.5% | -8.8% | +107.3% | +95.9% |
| 10Y | +289.1% | +356.5% | -67.5% | +254.7% |
| All | +27,253.3% | +1,817.4% | +25,435.9% | +23,441.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling