+283.6%
TJX vs RL
+311.3%
-27.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -4.6% | -3.4% | -1.1% | -3.4% |
| 30D | -17.2% | -14.4% | -2.7% | -12.7% |
| 3M | -24.9% | -13.6% | -11.3% | -21.3% |
| 6M | -19.7% | +0.6% | -20.2% | -20.8% |
| YTD | -17.2% | -3.6% | -13.6% | -17.5% |
| 1Y | -9.4% | +8.3% | -17.8% | -13.7% |
| 3Y | +43.1% | +204.8% | -161.7% | -12.3% |
| 5Y | +96.7% | +232.9% | -136.2% | +11.1% |
| All | +283.6% | +311.3% | -27.6% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling