-9.1%
TJX vs RL
+8.0%
-17.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.4% | -2.2% | -2.2% | -4.0% |
| 30D | -18.6% | -15.3% | -3.2% | -16.1% |
| 3M | -24.4% | -10.3% | -14.0% | -22.9% |
| 6M | -20.2% | -2.2% | -18.0% | -19.8% |
| YTD | -16.9% | -4.3% | -12.6% | -16.4% |
| All | -9.1% | +8.0% | -17.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling