+163.8%
TJX vs DT
+98.4%
+65.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -4.0% | -0.5% | -3.4% | -3.9% |
| 30D | -20.3% | +0.1% | -20.4% | -20.4% |
| 3M | -23.3% | +24.1% | -47.4% | -26.5% |
| 6M | -19.7% | +30.1% | -49.8% | -24.5% |
| YTD | -17.1% | +16.8% | -33.9% | -20.7% |
| 1Y | -8.8% | -0.1% | -8.7% | -10.2% |
| 3Y | +43.4% | +6.8% | +36.6% | +36.7% |
| 5Y | +95.2% | -28.4% | +123.6% | +93.2% |
| All | +163.8% | +98.4% | +65.4% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling