+324.4%
TJX vs DOC
+15.7%
+308.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -3.6% | +6.5% | -10.0% | -5.7% |
| 30D | -2.5% | +9.2% | -11.7% | -5.6% |
| 3M | -16.2% | -2.5% | -13.8% | -15.7% |
| 6M | -12.4% | +7.1% | -19.5% | -14.9% |
| YTD | -11.1% | +33.0% | -44.1% | -21.2% |
| 1Y | -4.7% | +23.3% | -28.0% | -13.2% |
| 3Y | +54.8% | +44.9% | +9.9% | +28.4% |
| 5Y | +104.3% | -21.6% | +125.9% | +117.6% |
| All | +324.4% | +15.7% | +308.7% | +286.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling