+43,607.4%
TJX vs RGEN
+1,550.5%
+42,056.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.1% |
| 7D | -4.0% | -4.6% | +0.6% | -3.8% |
| 30D | -20.3% | +1.2% | -21.5% | -20.4% |
| 3M | -23.3% | +26.8% | -50.1% | -24.1% |
| 6M | -19.7% | +29.1% | -48.8% | -20.8% |
| YTD | -17.1% | +0.7% | -17.9% | -17.4% |
| 1Y | -8.8% | +39.1% | -47.9% | -10.5% |
| 3Y | +43.4% | +2.2% | +41.1% | +41.3% |
| 5Y | +95.2% | -44.0% | +139.2% | +95.2% |
| 10Y | +288.1% | +412.7% | -124.7% | +253.3% |
| All | +43,607.4% | +1,550.5% | +42,056.9% | +32,419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling