+124.0%
TJX vs ROIV
+276.5%
-152.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | +1.7% | -2.0% | -0.5% |
| 30D | -5.6% | +17.6% | -23.2% | -6.6% |
| 3M | -12.3% | +9.0% | -21.3% | -13.0% |
| 6M | -7.7% | +35.3% | -43.0% | -10.0% |
| YTD | -11.4% | +82.2% | -93.6% | -15.5% |
| 1Y | -7.0% | +92.3% | -99.3% | -11.7% |
| 3Y | +53.3% | +336.8% | -283.5% | +37.2% |
| 5Y | +109.9% | +370.6% | -260.7% | +76.7% |
| All | +124.0% | +276.5% | -152.4% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling