+3,596.7%
TJX vs DKS
+6,016.3%
-2,419.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.4% | -4.7% | +0.4% | -3.1% |
| 30D | -18.6% | -35.1% | +16.5% | -10.4% |
| 3M | -24.4% | -37.7% | +13.4% | -16.1% |
| 6M | -20.2% | -30.7% | +10.5% | -14.4% |
| YTD | -16.9% | -31.9% | +15.0% | -10.7% |
| 1Y | -8.5% | -40.0% | +31.5% | +1.2% |
| 3Y | +43.7% | +28.4% | +15.3% | +22.5% |
| 5Y | +97.3% | +12.4% | +84.9% | +65.2% |
| 10Y | +289.0% | +197.8% | +91.1% | +116.5% |
| All | +3,596.7% | +6,016.3% | -2,419.6% | +1,230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling