+283.6%
TJX vs DTE
+137.8%
+145.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -4.6% | -2.6% | -2.0% | -3.4% |
| 30D | -17.2% | -4.4% | -12.8% | -15.4% |
| 3M | -24.9% | -8.3% | -16.6% | -22.0% |
| 6M | -19.7% | -8.1% | -11.6% | -16.8% |
| YTD | -17.2% | +4.4% | -21.6% | -19.4% |
| 1Y | -9.4% | +0.2% | -9.6% | -10.2% |
| 3Y | +43.1% | +42.6% | +0.5% | +17.2% |
| 5Y | +96.7% | +31.5% | +65.2% | +64.9% |
| All | +283.6% | +137.8% | +145.8% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling