-20.3%
RIOT vs TJX
+4.8%
-25.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.2% | +4.4% | +11.5% |
| 7D | +6.4% | +4.6% | +1.8% | +7.9% |
| 30D | -20.4% | +7.7% | -28.1% | -18.9% |
| 3M | -28.7% | -7.8% | -20.9% | -30.9% |
| 6M | -17.7% | -5.8% | -11.9% | -20.6% |
| YTD | +21.3% | -4.9% | +26.2% | +22.5% |
| 1Y | -20.3% | +3.2% | -23.4% | -16.4% |
| All | -20.3% | +4.8% | -25.1% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling