+53.3%
TJX vs DOCN
+245.3%
-192.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -1.1% |
| 7D | -0.3% | +19.1% | -19.4% | -0.7% |
| 30D | -5.6% | -21.0% | +15.4% | -5.3% |
| 3M | -12.3% | -34.7% | +22.4% | -11.7% |
| 6M | -7.7% | -45.8% | +38.1% | -6.7% |
| YTD | -11.4% | +79.4% | -90.8% | -15.8% |
| 1Y | -7.0% | +91.0% | -98.1% | -12.0% |
| 3Y | +53.3% | +237.5% | -184.2% | +35.7% |
| All | +53.3% | +245.3% | -192.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 3y: compounded portfolio wealth divided by compounded DOCN 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…
3y analysis · Full analysis span regression · 6 months rolling