+97.2%
TJX vs DUK
+39.2%
+57.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.6% |
| 3M | -24.9% | -3.0% | -21.9% | -24.3% |
| 6M | -19.7% | -6.6% | -13.1% | -18.3% |
| YTD | -17.2% | +4.6% | -21.8% | -18.4% |
| 1Y | -9.4% | +1.2% | -10.7% | -10.0% |
| 3Y | +43.1% | +45.7% | -2.6% | +27.3% |
| All | +97.2% | +39.2% | +57.9% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling