+43.2%
TJX vs DRI
+54.2%
-11.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.8% |
| 7D | -4.0% | -4.8% | +0.9% | -2.8% |
| 30D | -20.3% | -3.9% | -16.4% | -19.6% |
| 3M | -23.3% | +5.1% | -28.3% | -24.4% |
| 6M | -19.7% | +5.5% | -25.2% | -21.1% |
| YTD | -17.1% | +16.5% | -33.6% | -20.5% |
| 1Y | -8.8% | +2.0% | -10.8% | -9.9% |
| All | +43.2% | +54.2% | -11.0% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling