-5.5%
TJX vs DOCS
-40.0%
+34.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -0.5% | -0.6% | 0.0% | -0.5% |
| 30D | -1.3% | +6.3% | -7.6% | -1.3% |
| 3M | -13.5% | +26.5% | -40.0% | -13.6% |
| 6M | -10.1% | +24.8% | -34.9% | -10.5% |
| YTD | -10.0% | -26.8% | +16.7% | -11.2% |
| 1Y | -5.5% | -38.3% | +32.8% | -6.4% |
| All | -5.5% | -40.0% | +34.4% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling