+254.2%
TJX vs DOCU
+110.9%
+143.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.5% | +1.6% | -3.1% | -1.7% |
| 30D | -3.6% | +10.8% | -14.4% | -4.6% |
| 3M | -10.3% | +38.0% | -48.3% | -13.4% |
| 6M | -8.6% | +77.4% | -86.0% | -14.3% |
| YTD | -10.3% | +17.2% | -27.5% | -12.6% |
| 1Y | -6.4% | +15.6% | -22.0% | -8.8% |
| 3Y | +55.0% | +95.6% | -40.6% | +38.6% |
| 5Y | +112.4% | -69.7% | +182.1% | +117.0% |
| All | +254.2% | +110.9% | +143.3% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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