+43,607.4%
TJX vs ROK
+15,563.1%
+28,044.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -4.0% | +0.2% | -4.1% | -4.0% |
| 30D | -20.3% | -1.8% | -18.5% | -20.0% |
| 3M | -23.3% | -7.2% | -16.1% | -22.0% |
| 6M | -19.7% | +14.2% | -33.9% | -24.0% |
| YTD | -17.1% | +10.6% | -27.7% | -21.2% |
| 1Y | -8.8% | +25.9% | -34.7% | -17.0% |
| 3Y | +43.4% | +50.8% | -7.4% | +18.7% |
| 5Y | +95.2% | +47.0% | +48.2% | +59.5% |
| 10Y | +288.1% | +354.9% | -66.8% | +114.9% |
| All | +43,607.4% | +15,563.1% | +28,044.3% | +6,611.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling