+316.3%
TJX vs DOC
+20.3%
+296.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -0.5% | +4.3% | -4.9% | -2.0% |
| 30D | -1.3% | +9.2% | -10.5% | -4.4% |
| 3M | -13.5% | -0.8% | -12.7% | -13.4% |
| 6M | -10.1% | +7.1% | -17.2% | -12.7% |
| YTD | -10.0% | +34.0% | -44.0% | -20.5% |
| 1Y | -5.5% | +23.2% | -28.7% | -13.9% |
| 3Y | +55.5% | +53.6% | +1.9% | +25.9% |
| 5Y | +112.6% | -20.4% | +133.1% | +125.3% |
| 10Y | +316.3% | +23.4% | +292.9% | +277.8% |
| All | +316.3% | +20.3% | +296.0% | +277.8% |
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