+43.1%
TJX vs DUK
+47.2%
-4.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -4.6% | -0.7% | -3.9% | -4.4% |
| 30D | -17.2% | -2.4% | -14.7% | -16.7% |
| 3M | -24.9% | -3.0% | -21.9% | -24.4% |
| 6M | -19.7% | -6.6% | -13.1% | -18.6% |
| YTD | -17.2% | +4.6% | -21.8% | -18.1% |
| 1Y | -9.4% | +1.2% | -10.7% | -9.8% |
| 3Y | +43.1% | +45.7% | -2.6% | +32.1% |
| All | +43.1% | +47.2% | -4.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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