+283.6%
TJX vs DG
+101.8%
+181.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -4.6% | -6.5% | +1.9% | -3.2% |
| 30D | -17.2% | +4.2% | -21.3% | -18.0% |
| 3M | -24.9% | +9.5% | -34.4% | -26.6% |
| 6M | -19.7% | -13.1% | -6.5% | -17.6% |
| YTD | -17.2% | -4.8% | -12.4% | -17.0% |
| 1Y | -9.4% | +20.6% | -30.0% | -14.5% |
| 3Y | +43.1% | +4.9% | +38.1% | +33.2% |
| 5Y | +96.7% | -37.9% | +134.6% | +114.4% |
| All | +283.6% | +101.8% | +181.9% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling