+283.6%
TJX vs RCAT
-98.5%
+382.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -4.6% | -4.9% | +0.3% | -4.6% |
| 30D | -17.2% | -22.9% | +5.7% | -17.1% |
| 3M | -24.9% | -33.7% | +8.8% | -24.8% |
| 6M | -19.7% | -50.7% | +31.1% | -19.6% |
| YTD | -17.2% | +0.4% | -17.6% | -17.3% |
| 1Y | -9.4% | -27.6% | +18.2% | -9.5% |
| 3Y | +43.1% | +753.2% | -710.1% | +41.6% |
| 5Y | +96.7% | +183.3% | -86.6% | +94.8% |
| All | +283.6% | -98.5% | +382.2% | +279.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling