+283.6%
TJX vs DE
+863.9%
-580.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -4.6% | -2.6% | -2.0% | -3.7% |
| 30D | -17.2% | +9.0% | -26.2% | -19.9% |
| 3M | -24.9% | +19.1% | -44.0% | -30.1% |
| 6M | -19.7% | +14.4% | -34.0% | -24.5% |
| YTD | -17.2% | +45.9% | -63.1% | -29.7% |
| 1Y | -9.4% | +43.6% | -53.0% | -22.9% |
| 3Y | +43.1% | +75.9% | -32.8% | +8.9% |
| 5Y | +96.7% | +98.8% | -2.1% | +36.2% |
| All | +283.6% | +863.9% | -580.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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