+107.7%
TJX vs DOCS
-40.7%
+148.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.3% | +4.9% | -1.9% |
| 7D | -3.3% | -7.3% | +4.1% | -2.8% |
| 30D | -19.9% | -10.9% | -9.0% | -19.3% |
| 3M | -19.0% | +20.3% | -39.3% | -20.3% |
| 6M | -18.6% | -3.6% | -14.9% | -19.0% |
| YTD | -15.3% | -44.9% | +29.6% | -12.7% |
| 1Y | -7.3% | -64.9% | +57.5% | -1.7% |
| 3Y | +46.6% | +7.6% | +39.0% | +38.0% |
| 5Y | +98.5% | -74.0% | +172.4% | +98.2% |
| All | +107.7% | -40.7% | +148.4% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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