-5.2%
TJX vs DD
+41.5%
-46.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -2.2% | -3.5% | +1.3% | -1.9% |
| 30D | -17.1% | -10.3% | -6.8% | -16.3% |
| 3M | -16.5% | -7.5% | -8.9% | -16.0% |
| 6M | -17.8% | -8.0% | -9.8% | -17.7% |
| YTD | -13.2% | +10.5% | -23.7% | -15.6% |
| 1Y | -5.2% | +38.3% | -43.5% | -9.4% |
| All | -5.2% | +41.5% | -46.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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