+96.9%
TJX vs RCL
+224.0%
-127.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -4.0% | -2.2% | -1.8% | -3.6% |
| 30D | -20.3% | -15.7% | -4.7% | -18.0% |
| 3M | -23.3% | -8.0% | -15.3% | -22.4% |
| 6M | -19.7% | -10.1% | -9.6% | -18.8% |
| YTD | -17.1% | -5.9% | -11.2% | -17.6% |
| 1Y | -8.8% | -23.5% | +14.7% | -6.0% |
| 3Y | +43.4% | +174.4% | -131.0% | +11.4% |
| All | +96.9% | +224.0% | -127.1% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling