-2.4%
TJX vs DHI
+9.9%
-12.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.3% |
| 7D | -2.0% | +7.6% | -9.6% | -3.5% |
| 30D | +1.1% | +15.3% | -14.1% | -1.8% |
| 3M | -13.1% | +4.4% | -17.5% | -14.0% |
| 6M | -10.0% | +8.3% | -18.3% | -12.2% |
| YTD | -8.9% | +10.4% | -19.4% | -12.3% |
| 1Y | -2.4% | +9.8% | -12.2% | -6.5% |
| All | -2.4% | +9.9% | -12.3% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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