+3,525.8%
TJX vs RCAT
-100.0%
+3,625.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -2.4% |
| 7D | -3.3% | +5.4% | -8.7% | -3.3% |
| 30D | -19.9% | -5.6% | -14.3% | -19.9% |
| 3M | -19.0% | -30.2% | +11.2% | -19.1% |
| 6M | -18.6% | -43.4% | +24.8% | -18.6% |
| YTD | -15.3% | +9.6% | -24.9% | -15.3% |
| 1Y | -7.3% | -2.0% | -5.4% | -7.3% |
| 3Y | +46.6% | +825.0% | -778.4% | +47.1% |
| 5Y | +98.5% | +199.8% | -101.3% | +99.2% |
| 10Y | +289.1% | -98.4% | +387.5% | +303.9% |
| All | +3,525.8% | -100.0% | +3,625.8% | +4,427.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling