+283.6%
TJX vs TDG
+547.7%
-264.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -4.6% | -1.9% | -2.7% | -3.9% |
| 30D | -17.2% | -7.7% | -9.5% | -14.8% |
| 3M | -24.9% | -9.3% | -15.6% | -22.5% |
| 6M | -19.7% | -9.4% | -10.3% | -17.4% |
| YTD | -17.2% | -14.3% | -2.9% | -13.6% |
| 1Y | -9.4% | -11.8% | +2.4% | -6.7% |
| 3Y | +43.1% | +52.0% | -8.9% | +16.3% |
| 5Y | +96.7% | +128.8% | -32.1% | +34.0% |
| All | +283.6% | +547.7% | -264.0% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling