+283.6%
TJX vs RGEN
+415.7%
-132.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | -1.4% | -3.1% | -4.4% |
| 30D | -17.2% | -0.3% | -16.8% | -17.2% |
| 3M | -24.9% | +23.9% | -48.8% | -27.1% |
| 6M | -19.7% | +38.5% | -58.2% | -23.3% |
| YTD | -17.2% | +0.8% | -18.0% | -18.0% |
| 1Y | -9.4% | +38.2% | -47.6% | -14.1% |
| 3Y | +43.1% | +1.3% | +41.8% | +37.0% |
| 5Y | +96.7% | -44.0% | +140.7% | +96.4% |
| All | +283.6% | +415.7% | -132.1% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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