+283.6%
TJX vs DPZ
+141.0%
+142.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -4.6% | -8.6% | +4.1% | -2.8% |
| 30D | -17.2% | -11.9% | -5.3% | -15.0% |
| 3M | -24.9% | +0.4% | -25.3% | -25.2% |
| 6M | -19.7% | -19.9% | +0.2% | -16.3% |
| YTD | -17.2% | -24.4% | +7.2% | -12.9% |
| 1Y | -9.4% | -30.4% | +21.0% | -3.1% |
| 3Y | +43.1% | -17.4% | +60.4% | +45.7% |
| 5Y | +96.7% | -34.6% | +131.3% | +106.3% |
| All | +283.6% | +141.0% | +142.6% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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