+35,704.6%
TJX vs ROP
+24,791.6%
+10,913.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.7% |
| 7D | -3.3% | -5.4% | +2.2% | -1.9% |
| 30D | -19.9% | -1.6% | -18.2% | -19.6% |
| 3M | -19.0% | +18.8% | -37.9% | -22.7% |
| 6M | -18.6% | +8.2% | -26.8% | -20.6% |
| YTD | -15.3% | -10.5% | -4.8% | -13.8% |
| 1Y | -7.3% | -23.7% | +16.4% | -1.9% |
| 3Y | +46.6% | -17.9% | +64.4% | +51.9% |
| 5Y | +98.5% | -15.3% | +113.8% | +103.4% |
| 10Y | +289.1% | +133.4% | +155.7% | +215.8% |
| All | +35,704.6% | +24,791.6% | +10,913.1% | +17,919.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling