+242.8%
TJX vs DOCU
+80.0%
+162.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.5% |
| 7D | -2.2% | +6.9% | -9.1% | -2.9% |
| 30D | -17.1% | +19.0% | -36.1% | -18.7% |
| 3M | -16.5% | +34.3% | -50.8% | -19.2% |
| 6M | -17.8% | +48.0% | -65.8% | -21.6% |
| YTD | -13.2% | 0.0% | -13.2% | -14.0% |
| 1Y | -5.2% | -10.3% | +5.1% | -5.2% |
| 3Y | +48.2% | +32.4% | +15.8% | +38.4% |
| 5Y | +99.8% | -77.9% | +177.7% | +110.6% |
| All | +242.8% | +80.0% | +162.8% | +136.7% |
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