+108.3%
TJX vs RCAT
+41.8%
+66.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | -0.3% | -5.9% | +5.6% | -0.3% |
| 30D | -5.6% | -19.7% | +14.1% | -5.4% |
| 3M | -12.3% | -62.9% | +50.5% | -11.5% |
| 6M | -7.7% | -59.6% | +51.9% | -7.1% |
| YTD | -11.4% | -52.1% | +40.7% | -11.5% |
| 1Y | -7.0% | -50.9% | +43.9% | -7.3% |
| 3Y | +53.3% | +333.8% | -280.5% | +40.2% |
| All | +108.3% | +41.8% | +66.5% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling