+284.9%
TJX vs RACE
+832.2%
-547.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.3% |
| 7D | -4.4% | -2.2% | -2.1% | -3.7% |
| 30D | -18.6% | -0.4% | -18.2% | -18.6% |
| 3M | -24.4% | +17.9% | -42.3% | -28.6% |
| 6M | -20.2% | +19.3% | -39.5% | -25.4% |
| YTD | -16.9% | +11.9% | -28.8% | -21.0% |
| 1Y | -8.5% | -12.7% | +4.2% | -6.1% |
| 3Y | +43.7% | +41.1% | +2.6% | +18.6% |
| 5Y | +97.3% | +94.1% | +3.3% | +40.6% |
| All | +284.9% | +832.2% | -547.4% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling