+163.6%
TJX vs DT
+100.3%
+63.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.6% | -1.6% | -3.0% | -4.3% |
| 30D | -17.2% | +3.0% | -20.2% | -17.7% |
| 3M | -24.9% | +26.5% | -51.4% | -28.4% |
| 6M | -19.7% | +35.9% | -55.6% | -25.0% |
| YTD | -17.2% | +17.8% | -35.0% | -20.9% |
| 1Y | -9.4% | +4.1% | -13.5% | -11.5% |
| 3Y | +43.1% | +5.3% | +37.8% | +36.9% |
| 5Y | +96.7% | -27.2% | +123.9% | +94.1% |
| All | +163.6% | +100.3% | +63.3% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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