+97.2%
TJX vs RGEN
-44.2%
+141.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 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% | -26.9% |
| 6M | -19.7% | +38.5% | -58.2% | -22.9% |
| YTD | -17.2% | +0.8% | -18.0% | -18.0% |
| 1Y | -9.4% | +38.2% | -47.6% | -13.6% |
| 3Y | +43.1% | +1.3% | +41.8% | +38.0% |
| All | +97.2% | -44.2% | +141.4% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling