+314.8%
TJX vs DOC
+23.6%
+291.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -5.7% | +1.0% | -6.8% | -6.1% |
| 30D | -3.9% | +8.1% | -12.0% | -6.6% |
| 3M | -12.1% | +0.9% | -13.0% | -12.6% |
| 6M | -7.8% | +6.3% | -14.1% | -10.2% |
| YTD | -10.4% | +33.8% | -44.1% | -20.8% |
| 1Y | -5.5% | +21.6% | -27.2% | -13.5% |
| 3Y | +55.0% | +53.4% | +1.6% | +25.5% |
| 5Y | +114.2% | -21.0% | +135.2% | +127.6% |
| 10Y | +314.8% | +22.5% | +292.3% | +277.1% |
| All | +314.8% | +23.6% | +291.2% | +277.1% |
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