-5.2%
TJX vs DOC
+23.9%
-29.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | -2.2% | -1.5% | -0.8% | -2.1% |
| 30D | -17.1% | -4.8% | -12.4% | -16.8% |
| 3M | -16.5% | +6.9% | -23.4% | -16.9% |
| 6M | -17.8% | +20.7% | -38.6% | -18.6% |
| YTD | -13.2% | +34.1% | -47.4% | -14.8% |
| 1Y | -5.2% | +22.6% | -27.8% | -6.5% |
| All | -5.2% | +23.9% | -29.1% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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