+96.9%
TJX vs RBA
+37.9%
+58.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -4.0% | -1.9% | -2.1% | -3.7% |
| 30D | -20.3% | -13.0% | -7.4% | -18.7% |
| 3M | -23.3% | -23.1% | -0.2% | -20.6% |
| 6M | -19.7% | -22.6% | +2.9% | -17.1% |
| YTD | -17.1% | -20.4% | +3.3% | -15.2% |
| 1Y | -8.8% | -29.6% | +20.8% | -4.8% |
| 3Y | +43.4% | +26.6% | +16.8% | +34.9% |
| All | +96.9% | +37.9% | +58.9% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling