+43.2%
TJX vs ROL
-1.5%
+44.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -4.0% | -3.3% | -0.7% | -3.0% |
| 30D | -20.3% | -7.2% | -13.1% | -18.6% |
| 3M | -23.3% | -27.0% | +3.7% | -16.4% |
| 6M | -19.7% | -39.5% | +19.8% | -8.3% |
| YTD | -17.1% | -41.8% | +24.7% | -5.1% |
| 1Y | -8.8% | -38.9% | +30.1% | +2.7% |
| All | +43.2% | -1.5% | +44.6% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling