+18,741.6%
TJX vs RIG
-41.6%
+18,783.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -4.0% | -8.2% | +4.2% | -3.2% |
| 30D | -20.3% | -0.2% | -20.2% | -20.4% |
| 3M | -23.3% | -2.7% | -20.5% | -23.3% |
| 6M | -19.7% | -7.5% | -12.3% | -19.7% |
| YTD | -17.1% | +38.3% | -55.4% | -20.6% |
| 1Y | -8.8% | +81.8% | -90.6% | -15.5% |
| 3Y | +43.4% | -30.2% | +73.6% | +42.2% |
| 5Y | +95.2% | +59.9% | +35.3% | +68.4% |
| 10Y | +288.1% | -41.9% | +330.0% | +208.2% |
| All | +18,741.6% | -41.6% | +18,783.2% | +15,483.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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