+97.2%
TJX vs DUOL
-17.6%
+114.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -4.6% | -7.0% | +2.4% | -4.1% |
| 30D | -17.2% | +6.7% | -23.9% | -17.7% |
| 3M | -24.9% | +16.0% | -40.9% | -26.0% |
| 6M | -19.7% | +45.4% | -65.1% | -22.5% |
| YTD | -17.2% | -18.1% | +0.9% | -16.5% |
| 1Y | -9.4% | -53.6% | +44.1% | -4.7% |
| 3Y | +43.1% | -11.0% | +54.0% | +36.2% |
| All | +97.2% | -17.6% | +114.8% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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