+112.3%
TJX vs DECK
+30.0%
+82.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +1.2% |
| 7D | -2.0% | +6.4% | -8.4% | -3.2% |
| 30D | -0.5% | +9.1% | -9.6% | -2.2% |
| 3M | -14.1% | -7.2% | -6.9% | -13.0% |
| 6M | -9.4% | -9.9% | +0.6% | -7.8% |
| YTD | -9.2% | -12.8% | +3.5% | -7.8% |
| 1Y | -3.3% | +10.6% | -13.9% | -6.4% |
| 3Y | +57.1% | -13.8% | +71.0% | +47.2% |
| 5Y | +112.3% | +27.6% | +84.7% | +75.3% |
| All | +112.3% | +30.0% | +82.3% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling