+54.8%
TJX vs DOCN
+189.9%
-135.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.4% |
| 7D | -3.6% | -19.2% | +15.6% | -3.2% |
| 30D | -2.5% | -43.1% | +40.5% | -1.5% |
| 3M | -16.2% | -40.7% | +24.5% | -15.6% |
| 6M | -12.4% | -55.0% | +42.6% | -11.1% |
| YTD | -11.1% | +50.6% | -61.7% | -15.1% |
| 1Y | -4.7% | +54.0% | -58.7% | -9.2% |
| 3Y | +54.8% | +203.9% | -149.1% | +40.1% |
| All | +54.8% | +189.9% | -135.1% | +40.1% |
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