+11,689.3%
TJX vs RL
+1,349.6%
+10,339.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -3.3% | +1.9% | -5.1% | -3.9% |
| 30D | -19.9% | -12.2% | -7.6% | -16.4% |
| 3M | -19.0% | -6.6% | -12.4% | -17.5% |
| 6M | -18.6% | +3.2% | -21.7% | -20.3% |
| YTD | -15.3% | -1.3% | -14.0% | -16.2% |
| 1Y | -7.3% | +13.6% | -20.9% | -12.9% |
| 3Y | +46.6% | +210.9% | -164.3% | -6.7% |
| 5Y | +98.5% | +246.9% | -148.4% | +17.3% |
| 10Y | +289.1% | +310.1% | -21.0% | +102.3% |
| All | +11,689.3% | +1,349.6% | +10,339.7% | +2,709.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling