+48,328.8%
TJX vs DRI
+7,437.5%
+40,891.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.8% |
| 7D | -3.3% | -1.2% | -2.0% | -2.9% |
| 30D | -19.9% | -0.4% | -19.5% | -19.9% |
| 3M | -19.0% | +9.5% | -28.6% | -21.6% |
| 6M | -18.6% | +6.5% | -25.0% | -20.6% |
| YTD | -15.3% | +18.4% | -33.7% | -20.4% |
| 1Y | -7.3% | +4.2% | -11.6% | -9.5% |
| 3Y | +46.6% | +57.1% | -10.5% | +22.8% |
| 5Y | +98.5% | +70.4% | +28.1% | +60.0% |
| 10Y | +289.1% | +354.0% | -65.0% | +113.1% |
| All | +48,328.8% | +7,437.5% | +40,891.3% | +11,408.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling