+43.1%
TJX vs RIO
+88.2%
-45.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -4.6% | -3.2% | -1.4% | -4.4% |
| 30D | -17.2% | +0.9% | -18.1% | -17.2% |
| 3M | -24.9% | -1.4% | -23.5% | -24.8% |
| 6M | -19.7% | +10.9% | -30.6% | -20.9% |
| YTD | -17.2% | +31.2% | -48.4% | -20.7% |
| 1Y | -9.4% | +67.9% | -77.3% | -16.6% |
| 3Y | +43.1% | +88.8% | -45.7% | +25.4% |
| All | +43.1% | +88.2% | -45.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling