+114.2%
TJX vs ROIV
+295.0%
-180.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +18.8% | -21.1% | -3.6% |
| 7D | -3.3% | +20.2% | -23.4% | -4.5% |
| 30D | -19.9% | +14.1% | -34.0% | -20.7% |
| 3M | -19.0% | +45.6% | -64.6% | -21.3% |
| 6M | -18.6% | +44.1% | -62.7% | -20.9% |
| YTD | -15.3% | +91.2% | -106.4% | -19.4% |
| 1Y | -7.3% | +221.3% | -228.6% | -15.0% |
| 3Y | +46.6% | +229.2% | -182.6% | +33.0% |
| 5Y | +98.5% | +316.5% | -218.0% | +74.8% |
| All | +114.2% | +295.0% | -180.9% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROIV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling