+95.2%
TJX vs RACE
+87.3%
+8.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -4.0% | -2.6% | -1.3% | -3.3% |
| 30D | -20.3% | -1.1% | -19.2% | -20.2% |
| 3M | -23.3% | +12.5% | -35.8% | -26.0% |
| 6M | -19.7% | +17.4% | -37.2% | -23.8% |
| YTD | -17.1% | +10.1% | -27.3% | -20.1% |
| 1Y | -8.8% | -15.1% | +6.4% | -5.5% |
| 3Y | +43.4% | +38.9% | +4.5% | +16.9% |
| 5Y | +95.2% | +90.7% | +4.6% | +36.1% |
| All | +95.2% | +87.3% | +8.0% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling