-9.4%
TJX vs DFNS
-98.2%
+88.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -4.6% | -6.3% | +1.8% | -4.6% |
| 30D | -17.2% | -74.0% | +56.8% | -16.7% |
| 3M | -24.9% | -70.1% | +45.2% | -26.1% |
| 6M | -19.7% | -93.9% | +74.2% | -20.0% |
| YTD | -17.2% | -98.1% | +80.9% | -16.5% |
| 1Y | -9.4% | -98.3% | +88.9% | -9.5% |
| All | -9.4% | -98.2% | +88.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling