-5.2%
TJX vs DG
+23.4%
-28.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -2.2% | +8.4% | -10.6% | -3.3% |
| 30D | -17.1% | +4.9% | -22.1% | -17.7% |
| 3M | -16.5% | +29.3% | -45.8% | -19.0% |
| 6M | -17.8% | -11.3% | -6.5% | -17.6% |
| YTD | -13.2% | +1.8% | -15.0% | -14.0% |
| 1Y | -5.2% | +25.3% | -30.5% | -8.4% |
| All | -5.2% | +23.4% | -28.6% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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