+1,513.4%
TJX vs DG
+560.3%
+953.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.6% |
| 7D | -4.0% | -4.8% | +0.9% | -2.8% |
| 30D | -20.3% | +1.8% | -22.1% | -20.8% |
| 3M | -23.3% | +14.5% | -37.7% | -25.9% |
| 6M | -19.7% | -13.6% | -6.2% | -17.5% |
| YTD | -17.1% | -4.8% | -12.3% | -16.9% |
| 1Y | -8.8% | +21.6% | -30.4% | -14.4% |
| 3Y | +43.4% | +4.5% | +38.9% | +32.9% |
| 5Y | +95.2% | -38.5% | +133.7% | +109.0% |
| 10Y | +288.1% | +102.2% | +185.8% | +183.3% |
| All | +1,513.4% | +560.3% | +953.1% | +772.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling