+97.3%
TJX vs RCAT
+177.7%
-80.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.2% |
| 7D | -4.4% | -5.4% | +1.0% | -4.3% |
| 30D | -18.6% | -24.2% | +5.6% | -18.3% |
| 3M | -24.4% | -25.8% | +1.5% | -24.2% |
| 6M | -20.2% | -44.9% | +24.7% | -19.9% |
| YTD | -16.9% | +1.9% | -18.8% | -17.7% |
| 1Y | -8.5% | -5.2% | -3.3% | -9.6% |
| 3Y | +43.7% | +759.6% | -715.8% | +31.6% |
| 5Y | +97.3% | +187.5% | -90.2% | +82.7% |
| All | +97.3% | +177.7% | -80.3% | +82.7% |
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