+283.6%
TJX vs RMBS
+566.4%
-282.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -4.6% | +1.8% | -6.4% | -4.9% |
| 30D | -17.2% | -13.9% | -3.3% | -15.5% |
| 3M | -24.9% | -39.8% | +14.9% | -19.9% |
| 6M | -19.7% | -6.0% | -13.7% | -22.4% |
| YTD | -17.2% | -5.4% | -11.8% | -21.3% |
| 1Y | -9.4% | -1.8% | -7.6% | -16.0% |
| 3Y | +43.1% | +53.7% | -10.6% | +10.7% |
| 5Y | +96.7% | +268.5% | -171.8% | +8.2% |
| All | +283.6% | +566.4% | -282.8% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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