+47,183.8%
TJX vs RF
+1,441.6%
+45,742.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | -1.3% | -4.4% | -5.4% |
| 30D | -3.9% | +4.6% | -8.5% | -4.9% |
| 3M | -12.1% | -8.4% | -3.7% | -10.3% |
| 6M | -7.8% | +8.9% | -16.6% | -9.8% |
| YTD | -10.4% | +8.8% | -19.2% | -12.5% |
| 1Y | -5.5% | +18.9% | -24.4% | -9.7% |
| 3Y | +55.0% | +116.0% | -61.0% | +26.1% |
| 5Y | +114.2% | +46.0% | +68.2% | +88.3% |
| 10Y | +314.8% | +231.7% | +83.1% | +191.1% |
| All | +47,183.8% | +1,441.6% | +45,742.2% | +18,200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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