+3.2%
TJX vs DTE
+5.6%
-2.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.7% | +4.6% |
| 7D | +4.6% | +4.2% | +0.4% | +3.6% |
| 30D | +7.7% | +10.0% | -2.3% | +5.5% |
| 3M | -7.8% | -2.1% | -5.8% | -7.7% |
| 6M | -5.8% | -4.7% | -1.1% | -5.2% |
| YTD | -4.9% | +9.3% | -14.2% | -6.0% |
| 1Y | +3.2% | +6.6% | -3.5% | +2.7% |
| All | +3.2% | +5.6% | -2.4% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling