-5.2%
TJX vs DLR
+19.9%
-25.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.2% | +1.6% | -3.8% | -2.3% |
| 30D | -17.1% | -3.4% | -13.8% | -17.0% |
| 3M | -16.5% | +0.5% | -17.0% | -16.5% |
| 6M | -17.8% | +4.6% | -22.4% | -18.0% |
| YTD | -13.2% | +23.4% | -36.6% | -13.0% |
| 1Y | -5.2% | +19.0% | -24.2% | -5.1% |
| All | -5.2% | +19.9% | -25.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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