+97.3%
TJX vs DFNS
-99.9%
+197.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.2% |
| 7D | -4.4% | -3.3% | -1.0% | -4.4% |
| 30D | -18.6% | -73.1% | +54.5% | -18.6% |
| 3M | -24.4% | -71.4% | +47.0% | -24.4% |
| 6M | -20.2% | -93.8% | +73.6% | -20.3% |
| YTD | -16.9% | -98.0% | +81.1% | -17.0% |
| 1Y | -8.5% | -98.2% | +89.7% | -8.6% |
| 3Y | +43.7% | -99.9% | +143.6% | +44.5% |
| 5Y | +97.3% | -99.9% | +197.2% | +136.1% |
| All | +97.3% | -99.9% | +197.2% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling