+126.7%
TJX vs ROIV
+280.9%
-154.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +0.3% |
| 7D | -1.5% | +9.2% | -10.7% | -2.1% |
| 30D | -3.6% | +19.9% | -23.5% | -4.7% |
| 3M | -10.3% | +10.6% | -20.9% | -11.1% |
| 6M | -8.6% | +36.1% | -44.7% | -10.9% |
| YTD | -10.3% | +84.3% | -94.6% | -14.5% |
| 1Y | -6.4% | +87.6% | -94.0% | -11.0% |
| 3Y | +55.0% | +353.9% | -298.9% | +38.4% |
| 5Y | +112.4% | +376.1% | -263.6% | +78.6% |
| All | +126.7% | +280.9% | -154.1% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling