+43,572.7%
TJX vs RJF
+48,495.2%
-4,922.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -2.7% | -1.9% | -3.8% |
| 30D | -17.2% | -4.3% | -12.9% | -16.1% |
| 3M | -24.9% | +15.7% | -40.6% | -28.3% |
| 6M | -19.7% | +17.8% | -37.5% | -23.8% |
| YTD | -17.2% | +9.2% | -26.4% | -19.9% |
| 1Y | -9.4% | +2.8% | -12.2% | -11.0% |
| 3Y | +43.1% | +69.5% | -26.4% | +18.4% |
| 5Y | +96.7% | +105.9% | -9.2% | +51.6% |
| 10Y | +287.7% | +424.9% | -137.1% | +121.6% |
| All | +43,572.7% | +48,495.2% | -4,922.5% | +6,679.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling