+43.1%
TJX vs DT
+7.2%
+35.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | -4.6% | -1.6% | -3.0% | -4.5% |
| 30D | -17.2% | +3.0% | -20.2% | -17.3% |
| 3M | -24.9% | +26.5% | -51.4% | -26.1% |
| 6M | -19.7% | +35.9% | -55.6% | -21.7% |
| YTD | -17.2% | +17.8% | -35.0% | -18.0% |
| 1Y | -9.4% | +4.1% | -13.5% | -9.0% |
| 3Y | +43.1% | +5.3% | +37.8% | +41.1% |
| All | +43.1% | +7.2% | +35.8% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling