+97.2%
TJX vs DBX
+11.7%
+85.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | -4.6% | +2.1% | -6.7% | -5.0% |
| 30D | -17.2% | +5.7% | -22.9% | -18.1% |
| 3M | -24.9% | +31.8% | -56.7% | -28.9% |
| 6M | -19.7% | +37.5% | -57.1% | -25.0% |
| YTD | -17.2% | +27.9% | -45.1% | -21.6% |
| 1Y | -9.4% | +15.0% | -24.5% | -12.5% |
| 3Y | +43.1% | +27.2% | +15.9% | +30.4% |
| All | +97.2% | +11.7% | +85.5% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling