+59.4%
RBLX vs TJX
+42.7%
+16.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +5.1% | -4.6% | +9.6% | +7.0% |
| 30D | +28.0% | -17.2% | +45.2% | +38.2% |
| 3M | +4.6% | -24.9% | +29.5% | +18.2% |
| 6M | -24.7% | -19.7% | -5.0% | -18.0% |
| YTD | -43.8% | -17.2% | -26.6% | -40.0% |
| 1Y | -65.8% | -9.4% | -56.4% | -65.6% |
| 3Y | +59.4% | +43.1% | +16.3% | +10.4% |
| All | +59.4% | +42.7% | +16.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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