+3,076.3%
TJX vs DPZ
+5,462.3%
-2,386.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.8% |
| 7D | -0.3% | +2.2% | -2.6% | -0.9% |
| 30D | -5.6% | +15.5% | -21.1% | -8.9% |
| 3M | -12.3% | -2.0% | -10.3% | -12.1% |
| 6M | -7.7% | +12.1% | -19.8% | -10.7% |
| YTD | -11.4% | -16.6% | +5.2% | -8.2% |
| 1Y | -7.0% | -14.6% | +7.5% | -4.3% |
| 3Y | +53.3% | -4.1% | +57.4% | +50.8% |
| 5Y | +109.9% | -28.3% | +138.2% | +118.3% |
| 10Y | +310.0% | +141.3% | +168.7% | +195.5% |
| All | +3,076.3% | +5,462.3% | -2,386.0% | +860.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling