+97.3%
TJX vs RCL
+223.1%
-125.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.4% | -2.5% | -1.9% | -3.9% |
| 30D | -18.6% | -15.7% | -2.9% | -16.2% |
| 3M | -24.4% | -3.6% | -20.7% | -24.1% |
| 6M | -20.2% | -8.7% | -11.6% | -19.6% |
| YTD | -16.9% | -6.2% | -10.8% | -17.3% |
| 1Y | -8.5% | -22.9% | +14.4% | -5.9% |
| 3Y | +43.7% | +173.6% | -129.9% | +11.7% |
| 5Y | +97.3% | +226.6% | -129.2% | +44.4% |
| All | +97.3% | +223.1% | -125.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 2021-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RCL 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling