+2,857.7%
TJX vs DXCM
+2,810.6%
+47.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | -2.2% | -3.2% | +1.0% | -1.9% |
| 30D | -17.1% | +6.3% | -23.5% | -17.8% |
| 3M | -16.5% | +21.1% | -37.6% | -18.6% |
| 6M | -17.8% | +20.6% | -38.4% | -20.0% |
| YTD | -13.2% | +32.4% | -45.7% | -16.6% |
| 1Y | -5.2% | +8.8% | -14.0% | -7.1% |
| 3Y | +48.2% | -13.7% | +62.0% | +44.1% |
| 5Y | +99.8% | -35.2% | +135.0% | +97.2% |
| 10Y | +291.1% | +281.8% | +9.3% | +197.3% |
| All | +2,857.7% | +2,810.6% | +47.1% | +1,384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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