+283.6%
TJX vs DKS
+206.3%
+77.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.9% |
| 7D | -4.6% | -2.0% | -2.5% | -4.1% |
| 30D | -17.2% | -32.7% | +15.6% | -10.2% |
| 3M | -24.9% | -38.8% | +13.9% | -16.8% |
| 6M | -19.7% | -29.4% | +9.8% | -14.5% |
| YTD | -17.2% | -30.3% | +13.1% | -11.9% |
| 1Y | -9.4% | -39.6% | +30.2% | -0.5% |
| 3Y | +43.1% | +32.2% | +10.9% | +20.8% |
| 5Y | +96.7% | +15.1% | +81.6% | +62.6% |
| All | +283.6% | +206.3% | +77.3% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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