+97.2%
TJX vs RNG
-68.4%
+165.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -6.1% | +1.5% | -4.0% |
| 30D | -17.2% | +9.6% | -26.8% | -18.0% |
| 3M | -24.9% | +83.3% | -108.2% | -29.6% |
| 6M | -19.7% | +77.9% | -97.6% | -24.9% |
| YTD | -17.2% | +139.9% | -157.1% | -25.8% |
| 1Y | -9.4% | +121.7% | -131.1% | -18.3% |
| 3Y | +43.1% | +121.9% | -78.8% | +25.3% |
| All | +97.2% | -68.4% | +165.6% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling