+433.3%
TJX vs RNG
+302.4%
+130.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -4.4% | -9.6% | +5.2% | -3.3% |
| 30D | -18.6% | +8.8% | -27.4% | -19.4% |
| 3M | -24.4% | +78.6% | -103.0% | -29.4% |
| 6M | -20.2% | +70.3% | -90.5% | -25.7% |
| YTD | -16.9% | +140.3% | -157.3% | -26.4% |
| 1Y | -8.5% | +126.6% | -135.1% | -18.6% |
| 3Y | +43.7% | +120.2% | -76.5% | +24.7% |
| 5Y | +97.3% | -68.3% | +165.6% | +106.1% |
| 10Y | +289.0% | +220.6% | +68.4% | +188.9% |
| All | +433.3% | +302.4% | +130.9% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling