+43,572.7%
TJX vs DTE
+3,398.4%
+40,174.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -4.6% | -2.6% | -2.0% | -3.6% |
| 30D | -17.2% | -4.4% | -12.8% | -15.6% |
| 3M | -24.9% | -8.3% | -16.6% | -22.3% |
| 6M | -19.7% | -8.1% | -11.6% | -17.1% |
| YTD | -17.2% | +4.4% | -21.6% | -19.1% |
| 1Y | -9.4% | +0.2% | -9.6% | -10.0% |
| 3Y | +43.1% | +42.6% | +0.5% | +20.7% |
| 5Y | +96.7% | +31.5% | +65.2% | +69.6% |
| 10Y | +287.7% | +138.2% | +149.5% | +155.6% |
| All | +43,572.7% | +3,398.4% | +40,174.3% | +8,793.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling