+19,774.6%
TJX vs DECK
+7,820.9%
+11,953.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -0.2% |
| 7D | -2.2% | -2.2% | 0.0% | -2.0% |
| 30D | -17.1% | -13.6% | -3.6% | -16.0% |
| 3M | -16.5% | -21.2% | +4.8% | -14.7% |
| 6M | -17.8% | -21.1% | +3.3% | -16.1% |
| YTD | -13.2% | -17.2% | +4.0% | -12.0% |
| 1Y | -5.2% | -30.7% | +25.6% | -2.6% |
| 3Y | +48.2% | -3.4% | +51.6% | +45.2% |
| 5Y | +99.8% | +25.5% | +74.2% | +89.6% |
| 10Y | +291.1% | +714.7% | -423.5% | +219.3% |
| All | +19,774.6% | +7,820.9% | +11,953.7% | +15,130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling