-5.2%
TJX vs RACE
-16.2%
+11.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | -2.2% | -2.5% | +0.3% | -2.1% |
| 30D | -17.1% | +0.8% | -17.9% | -17.2% |
| 3M | -16.5% | +17.2% | -33.6% | -17.5% |
| 6M | -17.8% | +13.6% | -31.4% | -19.1% |
| YTD | -13.2% | +12.2% | -25.4% | -14.3% |
| 1Y | -5.2% | -16.3% | +11.1% | -5.1% |
| All | -5.2% | -16.2% | +11.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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