+122.3%
TJX vs DOCN
+171.0%
-48.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.3% |
| 7D | -2.2% | +1.1% | -3.4% | -2.3% |
| 30D | -17.1% | -9.6% | -7.5% | -16.7% |
| 3M | -16.5% | -37.7% | +21.2% | -14.0% |
| 6M | -17.8% | +115.2% | -133.0% | -24.9% |
| YTD | -13.2% | +133.7% | -146.9% | -21.7% |
| 1Y | -5.2% | +250.2% | -255.4% | -18.3% |
| 3Y | +48.2% | +320.3% | -272.1% | +20.8% |
| 5Y | +99.8% | +53.1% | +46.7% | +72.9% |
| All | +122.3% | +171.0% | -48.7% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling