-34.5%
RBLX vs TJX
+106.0%
-140.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +5.1% | -4.6% | +9.6% | +8.8% |
| 30D | +28.0% | -17.2% | +45.2% | +47.6% |
| 3M | +4.6% | -24.9% | +29.5% | +30.0% |
| 6M | -24.7% | -19.7% | -5.0% | -12.2% |
| YTD | -43.8% | -17.2% | -26.6% | -36.7% |
| 1Y | -65.8% | -9.4% | -56.4% | -64.6% |
| 3Y | +59.4% | +43.1% | +16.3% | +4.9% |
| 5Y | -48.2% | +96.7% | -144.9% | -75.4% |
| All | -34.5% | +106.0% | -140.5% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling