+43,572.7%
TJX vs DD
+924.8%
+42,648.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 3M | -24.9% | -9.2% | -15.7% | -22.6% |
| 6M | -19.7% | -7.2% | -12.5% | -18.3% |
| YTD | -17.2% | +6.6% | -23.8% | -20.1% |
| 1Y | -9.4% | +32.0% | -41.4% | -19.1% |
| 3Y | +43.1% | +42.1% | +0.9% | +20.8% |
| 5Y | +96.7% | +58.1% | +38.6% | +57.9% |
| 10Y | +287.7% | +65.3% | +222.4% | +188.8% |
| All | +43,572.7% | +924.8% | +42,648.0% | +13,174.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling