+316.4%
TJX vs DECK
+753.0%
-436.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.9% |
| 7D | -0.3% | +0.1% | -0.5% | -0.4% |
| 30D | -5.6% | +4.8% | -10.4% | -6.8% |
| 3M | -12.3% | -6.9% | -5.4% | -10.9% |
| 6M | -7.7% | -7.6% | -0.1% | -6.3% |
| YTD | -11.4% | -16.3% | +4.9% | -8.7% |
| 1Y | -7.0% | +4.5% | -11.5% | -9.8% |
| 3Y | +53.3% | -17.1% | +70.4% | +45.3% |
| 5Y | +109.9% | +21.9% | +88.0% | +68.0% |
| All | +316.4% | +753.0% | -436.6% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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