-9.4%
TJX vs RBA
-27.6%
+18.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -0.5% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -17.2% | -2.9% | -14.2% | -17.0% |
| 3M | -24.9% | -20.9% | -4.0% | -24.3% |
| 6M | -19.7% | -17.7% | -2.0% | -19.5% |
| YTD | -17.2% | -18.2% | +1.0% | -18.7% |
| 1Y | -9.4% | -29.1% | +19.7% | -11.5% |
| All | -9.4% | -27.6% | +18.2% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling