+324.9%
TJX vs RACE
+647.6%
-322.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | -2.2% | -2.5% | +0.3% | -1.5% |
| 30D | -17.1% | +0.8% | -17.9% | -17.4% |
| 3M | -16.5% | +17.2% | -33.6% | -20.7% |
| 6M | -17.8% | +13.6% | -31.4% | -21.6% |
| YTD | -13.2% | +12.2% | -25.4% | -17.3% |
| 1Y | -5.2% | -16.3% | +11.1% | -1.7% |
| 3Y | +48.2% | +36.4% | +11.8% | +26.5% |
| 5Y | +99.8% | +95.0% | +4.8% | +48.1% |
| 10Y | +291.1% | +813.2% | -522.1% | +111.0% |
| All | +324.9% | +647.6% | -322.7% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling