+283.6%
TJX vs DGX
+255.3%
+28.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -4.6% | -0.9% | -3.7% | -4.3% |
| 30D | -17.2% | -1.2% | -16.0% | -16.9% |
| 3M | -24.9% | +15.8% | -40.7% | -28.9% |
| 6M | -19.7% | +18.2% | -37.8% | -24.6% |
| YTD | -17.2% | +37.2% | -54.4% | -26.7% |
| 1Y | -9.4% | +30.4% | -39.8% | -18.5% |
| 3Y | +43.1% | +96.7% | -53.6% | +8.1% |
| 5Y | +96.7% | +67.2% | +29.5% | +56.1% |
| All | +283.6% | +255.3% | +28.3% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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