+6,712.2%
TJX vs RBA
+3,568.2%
+3,144.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.1% |
| 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% | -21.5% |
| 6M | -19.7% | -17.7% | -2.0% | -16.9% |
| YTD | -17.2% | -18.2% | +1.0% | -14.6% |
| 1Y | -9.4% | -29.1% | +19.7% | -3.7% |
| 3Y | +43.1% | +29.5% | +13.5% | +31.5% |
| 5Y | +96.7% | +40.2% | +56.5% | +73.7% |
| 10Y | +287.7% | +203.0% | +84.8% | +178.6% |
| All | +6,712.2% | +3,568.2% | +3,144.0% | +2,295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling