+118.0%
TJX vs DOCS
-21.0%
+139.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | -2.5% | +17.4% | -19.9% | -3.5% |
| 3M | -16.2% | +57.4% | -73.6% | -18.9% |
| 6M | -12.4% | +26.5% | -38.9% | -14.3% |
| YTD | -11.1% | -26.6% | +15.5% | -10.0% |
| 1Y | -4.7% | -48.1% | +43.3% | -1.4% |
| 3Y | +54.8% | +52.6% | +2.2% | +42.4% |
| 5Y | +104.3% | -52.1% | +156.4% | +98.4% |
| All | +118.0% | -21.0% | +139.0% | +114.8% |
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