+112.3%
TJX vs DOC
-19.7%
+132.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.7% |
| 7D | -2.0% | +5.9% | -7.9% | -3.4% |
| 30D | -0.5% | +10.3% | -10.7% | -2.8% |
| 3M | -14.1% | -2.2% | -11.9% | -13.8% |
| 6M | -9.4% | +8.2% | -17.5% | -11.3% |
| YTD | -9.2% | +35.4% | -44.6% | -16.6% |
| 1Y | -3.3% | +23.6% | -26.9% | -9.0% |
| 3Y | +57.1% | +57.3% | -0.1% | +34.0% |
| 5Y | +112.3% | -19.6% | +131.9% | +145.0% |
| All | +112.3% | -19.7% | +132.0% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling