+283.6%
TJX vs RCL
+346.0%
-62.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | -4.6% | -1.9% | -2.7% | -4.2% |
| 30D | -17.2% | -15.5% | -1.6% | -14.0% |
| 3M | -24.9% | -9.7% | -15.2% | -23.4% |
| 6M | -19.7% | -8.7% | -10.9% | -18.8% |
| YTD | -17.2% | -5.8% | -11.4% | -17.8% |
| 1Y | -9.4% | -24.5% | +15.0% | -5.8% |
| 3Y | +43.1% | +173.9% | -130.8% | +5.7% |
| 5Y | +96.7% | +228.0% | -131.3% | +31.2% |
| All | +283.6% | +346.0% | -62.4% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling