+321.4%
TJX vs DOC
+21.5%
+300.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -3.6% | +6.6% | -10.1% | -5.8% |
| 3M | -10.3% | -1.1% | -9.2% | -10.1% |
| 6M | -8.6% | +4.8% | -13.4% | -10.5% |
| YTD | -10.3% | +32.1% | -42.4% | -20.4% |
| 1Y | -6.4% | +21.9% | -28.3% | -14.4% |
| 3Y | +55.0% | +51.4% | +3.6% | +25.9% |
| 5Y | +112.4% | -21.2% | +133.6% | +125.8% |
| All | +321.4% | +21.5% | +300.0% | +281.6% |
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