+156.5%
TJX vs DFNS
-99.9%
+256.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.5% | -2.2% |
| 7D | -4.0% | +4.6% | -8.6% | -4.0% |
| 30D | -20.3% | -73.9% | +53.5% | -20.3% |
| 3M | -23.3% | -71.7% | +48.4% | -23.3% |
| 6M | -19.7% | -94.6% | +74.8% | -19.8% |
| YTD | -17.1% | -98.1% | +80.9% | -17.2% |
| 1Y | -8.8% | -98.3% | +89.5% | -8.9% |
| 3Y | +43.4% | -99.9% | +143.3% | +45.4% |
| 5Y | +95.2% | -99.9% | +195.1% | +91.9% |
| All | +156.5% | -99.9% | +256.4% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling