+283.6%
TJX vs ROP
+135.6%
+148.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | -4.6% | 0.0% | -2.5% |
| 30D | -17.2% | -1.7% | -15.5% | -16.7% |
| 3M | -24.9% | +17.1% | -42.0% | -30.9% |
| 6M | -19.7% | +10.9% | -30.5% | -24.5% |
| YTD | -17.2% | -12.1% | -5.1% | -13.2% |
| 1Y | -9.4% | -24.2% | +14.8% | +2.3% |
| 3Y | +43.1% | -20.4% | +63.4% | +55.3% |
| 5Y | +96.7% | -15.4% | +112.1% | +103.4% |
| All | +283.6% | +135.6% | +148.0% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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