+112.8%
TJX vs DOCS
-36.0%
+148.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.1% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | -17.1% | +21.8% | -39.0% | -18.4% |
| 3M | -16.5% | +27.3% | -43.8% | -18.0% |
| 6M | -17.8% | -0.3% | -17.5% | -18.4% |
| YTD | -13.2% | -40.5% | +27.3% | -11.0% |
| 1Y | -5.2% | -61.5% | +56.3% | 0.0% |
| 3Y | +48.2% | +8.2% | +40.1% | +39.9% |
| 5Y | +99.8% | -73.4% | +173.2% | +98.8% |
| All | +112.8% | -36.0% | +148.8% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling