+2,695.2%
TJX vs DLR
+3,609.2%
-914.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.0% | +2.9% | -6.8% | -4.7% |
| 30D | -20.3% | -1.2% | -19.2% | -20.2% |
| 3M | -23.3% | +2.9% | -26.2% | -24.3% |
| 6M | -19.7% | +6.7% | -26.4% | -21.7% |
| YTD | -17.1% | +23.9% | -41.0% | -22.7% |
| 1Y | -8.8% | +18.6% | -27.4% | -14.2% |
| 3Y | +43.4% | +59.7% | -16.3% | +21.2% |
| 5Y | +95.2% | +42.1% | +53.2% | +67.1% |
| 10Y | +288.1% | +176.7% | +111.3% | +160.6% |
| All | +2,695.2% | +3,609.2% | -914.0% | +855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling