+279.2%
RTX vs TJX
+287.7%
-8.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.5% | -4.6% | +3.0% | +0.8% |
| 30D | -11.0% | -17.2% | +6.2% | -1.9% |
| 3M | +7.7% | -24.9% | +32.6% | +24.3% |
| 6M | -3.9% | -19.7% | +15.8% | +6.7% |
| YTD | +9.0% | -17.2% | +26.2% | +18.8% |
| 1Y | +27.3% | -9.4% | +36.7% | +32.0% |
| 3Y | +172.9% | +43.1% | +129.8% | +117.0% |
| 5Y | +165.2% | +96.7% | +68.5% | +69.6% |
| All | +279.2% | +287.7% | -8.5% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling