+43.1%
TJX vs RJF
+69.0%
-25.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -2.7% | -1.9% | -4.0% |
| 30D | -17.2% | -4.3% | -12.9% | -16.4% |
| 3M | -24.9% | +15.7% | -40.6% | -27.3% |
| 6M | -19.7% | +17.8% | -37.5% | -22.5% |
| YTD | -17.2% | +9.2% | -26.4% | -19.2% |
| 1Y | -9.4% | +2.8% | -12.2% | -10.5% |
| 3Y | +43.1% | +69.5% | -26.4% | +27.2% |
| All | +43.1% | +69.0% | -25.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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