-9.4%
TJX vs DBX
+15.5%
-25.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -4.6% | +2.1% | -6.7% | -4.7% |
| 30D | -17.2% | +5.7% | -22.9% | -17.3% |
| 3M | -24.9% | +31.8% | -56.7% | -25.3% |
| 6M | -19.7% | +37.5% | -57.1% | -19.5% |
| YTD | -17.2% | +27.9% | -45.1% | -17.2% |
| 1Y | -9.4% | +15.0% | -24.5% | -9.6% |
| All | -9.4% | +15.5% | -25.0% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling