+283.6%
TJX vs DRI
+353.8%
-70.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | -4.6% | -3.2% | -1.4% | -3.4% |
| 30D | -17.2% | -7.8% | -9.3% | -14.7% |
| 3M | -24.9% | +0.4% | -25.3% | -25.2% |
| 6M | -19.7% | +4.8% | -24.5% | -21.5% |
| YTD | -17.2% | +16.7% | -33.9% | -22.6% |
| 1Y | -9.4% | +1.5% | -10.9% | -11.0% |
| 3Y | +43.1% | +56.3% | -13.2% | +16.1% |
| 5Y | +96.7% | +66.4% | +30.3% | +53.2% |
| All | +283.6% | +353.8% | -70.2% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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