+283.6%
TJX vs DD
+66.6%
+217.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -4.6% | -3.5% | -1.1% | -3.4% |
| 30D | -17.2% | -11.7% | -5.5% | -13.6% |
| 3M | -24.9% | -9.2% | -15.7% | -22.5% |
| 6M | -19.7% | -7.2% | -12.5% | -18.3% |
| YTD | -17.2% | +6.6% | -23.8% | -20.5% |
| 1Y | -9.4% | +32.0% | -41.4% | -20.1% |
| 3Y | +43.1% | +42.1% | +0.9% | +18.3% |
| 5Y | +96.7% | +58.1% | +38.6% | +52.3% |
| All | +283.6% | +66.6% | +217.1% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling