+43,711.4%
TJX vs DE
+14,511.5%
+29,199.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.4% | -2.4% | -2.0% | -3.6% |
| 30D | -18.6% | +9.7% | -28.3% | -21.1% |
| 3M | -24.4% | +21.4% | -45.7% | -29.4% |
| 6M | -20.2% | +15.0% | -35.3% | -24.6% |
| YTD | -16.9% | +46.4% | -63.4% | -27.7% |
| 1Y | -8.5% | +45.6% | -54.1% | -20.5% |
| 3Y | +43.7% | +76.8% | -33.0% | +14.9% |
| 5Y | +97.3% | +99.4% | -2.1% | +48.2% |
| 10Y | +289.0% | +864.6% | -575.6% | +73.6% |
| All | +43,711.4% | +14,511.5% | +29,199.9% | +6,260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling