+156.7%
TJX vs RKT
-11.2%
+167.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -2.0% |
| 7D | -4.0% | -1.0% | -3.0% | -3.9% |
| 30D | -20.3% | -2.4% | -17.9% | -20.3% |
| 3M | -23.3% | +1.9% | -25.2% | -23.6% |
| 6M | -19.7% | -13.9% | -5.9% | -19.4% |
| YTD | -17.1% | -30.6% | +13.5% | -15.7% |
| 1Y | -8.8% | -34.4% | +25.6% | -7.1% |
| 3Y | +43.4% | +38.2% | +5.2% | +34.5% |
| 5Y | +95.2% | -9.7% | +104.9% | +81.2% |
| All | +156.7% | -11.2% | +167.9% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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