+333.8%
TJX vs RACE
+649.8%
-316.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -5.6% | +6.1% | -11.7% | -7.2% |
| 3M | -12.3% | -0.3% | -12.0% | -12.4% |
| 6M | -7.7% | +23.4% | -31.1% | -14.0% |
| YTD | -11.4% | +12.5% | -23.9% | -15.7% |
| 1Y | -7.0% | -0.5% | -6.6% | -8.1% |
| 3Y | +53.3% | +23.6% | +29.7% | +35.7% |
| 5Y | +109.9% | +65.4% | +44.5% | +64.2% |
| 10Y | +310.0% | +715.5% | -405.5% | +125.0% |
| All | +333.8% | +649.8% | -316.0% | +134.5% |
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