+97.2%
TJX vs ROK
+47.1%
+50.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -4.6% | -1.2% | -3.3% | -4.3% |
| 30D | -17.2% | -4.8% | -12.4% | -16.3% |
| 3M | -24.9% | -6.1% | -18.8% | -24.2% |
| 6M | -19.7% | +15.5% | -35.1% | -23.2% |
| YTD | -17.2% | +11.2% | -28.4% | -20.5% |
| 1Y | -9.4% | +23.8% | -33.3% | -15.6% |
| 3Y | +43.1% | +53.1% | -10.0% | +22.0% |
| All | +97.2% | +47.1% | +50.1% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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