+283.6%
TJX vs RBA
+206.5%
+77.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.2% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -17.2% | -2.9% | -14.2% | -16.7% |
| 3M | -24.9% | -20.9% | -4.0% | -21.3% |
| 6M | -19.7% | -17.7% | -2.0% | -16.8% |
| YTD | -17.2% | -18.2% | +1.0% | -14.6% |
| 1Y | -9.4% | -29.1% | +19.7% | -3.3% |
| 3Y | +43.1% | +29.5% | +13.5% | +29.3% |
| 5Y | +96.7% | +40.2% | +56.5% | +69.7% |
| All | +283.6% | +206.5% | +77.2% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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