+43.1%
TJX vs RDW
+241.5%
-198.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | -4.6% | +0.9% | -5.4% | -4.6% |
| 30D | -17.2% | -21.3% | +4.1% | -16.9% |
| 3M | -24.9% | -37.9% | +13.0% | -24.3% |
| 6M | -19.7% | +12.3% | -31.9% | -20.6% |
| YTD | -17.2% | +39.7% | -56.9% | -19.3% |
| 1Y | -9.4% | +25.7% | -35.1% | -11.8% |
| 3Y | +43.1% | +230.8% | -187.8% | +27.3% |
| All | +43.1% | +241.5% | -198.4% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 3y: compounded portfolio wealth divided by compounded RDW 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…
3y analysis · Full analysis span regression · 6 months rolling