+283.6%
TJX vs ROL
+211.6%
+72.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -4.6% | -3.2% | -1.4% | -3.6% |
| 30D | -17.2% | -4.9% | -12.3% | -15.8% |
| 3M | -24.9% | -25.8% | +0.9% | -17.7% |
| 6M | -19.7% | -37.6% | +17.9% | -7.2% |
| YTD | -17.2% | -41.5% | +24.3% | -2.9% |
| 1Y | -9.4% | -39.5% | +30.1% | +4.9% |
| 3Y | +43.1% | +0.1% | +42.9% | +39.6% |
| 5Y | +96.7% | -4.6% | +101.3% | +90.9% |
| All | +283.6% | +211.6% | +72.0% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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