+43.1%
TJX vs RNG
+119.8%
-76.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -6.1% | +1.5% | -4.2% |
| 30D | -17.2% | +9.6% | -26.8% | -17.6% |
| 3M | -24.9% | +83.3% | -108.2% | -27.5% |
| 6M | -19.7% | +77.9% | -97.6% | -22.7% |
| YTD | -17.2% | +139.9% | -157.1% | -22.4% |
| 1Y | -9.4% | +121.7% | -131.1% | -14.7% |
| 3Y | +43.1% | +121.9% | -78.8% | +31.6% |
| All | +43.1% | +119.8% | -76.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling