+95.2%
TJX vs RL
+233.3%
-138.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.3% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | -20.3% | -17.5% | -2.8% | -16.5% |
| 3M | -23.3% | -14.0% | -9.3% | -20.6% |
| 6M | -19.7% | -2.0% | -17.8% | -19.9% |
| YTD | -17.1% | -4.6% | -12.5% | -17.0% |
| 1Y | -8.8% | +9.5% | -18.3% | -12.1% |
| 3Y | +43.4% | +200.5% | -157.1% | -0.8% |
| 5Y | +95.2% | +226.3% | -131.0% | +24.5% |
| All | +95.2% | +233.3% | -138.1% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling