+43.5%
TJX vs RCAT
+733.0%
-689.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.2% |
| 7D | -4.4% | -5.4% | +1.0% | -4.4% |
| 30D | -18.6% | -24.2% | +5.6% | -18.5% |
| 3M | -24.4% | -25.8% | +1.5% | -24.3% |
| 6M | -20.2% | -44.9% | +24.7% | -20.1% |
| YTD | -16.9% | +1.9% | -18.8% | -17.3% |
| 1Y | -8.5% | -5.2% | -3.3% | -9.1% |
| All | +43.5% | +733.0% | -689.5% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling