-5.2%
TJX vs RCAT
-2.3%
-2.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.1% |
| 7D | -2.2% | -1.4% | -0.8% | -2.3% |
| 30D | -17.1% | -3.3% | -13.8% | -17.1% |
| 3M | -16.5% | -43.2% | +26.7% | -16.8% |
| 6M | -17.8% | -43.2% | +25.4% | -18.1% |
| YTD | -13.2% | +5.5% | -18.8% | -13.3% |
| 1Y | -5.2% | -1.6% | -3.6% | -4.9% |
| All | -5.2% | -2.3% | -2.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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