+97.3%
TJX vs DRI
+63.5%
+33.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -4.4% | -4.8% | +0.5% | -2.7% |
| 30D | -18.6% | -5.2% | -13.4% | -17.2% |
| 3M | -24.4% | +2.7% | -27.1% | -25.4% |
| 6M | -20.2% | +3.6% | -23.9% | -21.7% |
| YTD | -16.9% | +15.4% | -32.4% | -21.8% |
| 1Y | -8.5% | +1.3% | -9.8% | -9.9% |
| 3Y | +43.7% | +53.1% | -9.4% | +16.9% |
| 5Y | +97.3% | +64.6% | +32.8% | +49.7% |
| All | +97.3% | +63.5% | +33.9% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling