+43.1%
TJX vs ROST
+98.0%
-54.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.4% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -17.2% | -6.9% | -10.3% | -14.4% |
| 3M | -24.9% | -3.3% | -21.6% | -23.8% |
| 6M | -19.7% | +9.0% | -28.7% | -23.1% |
| YTD | -17.2% | +28.9% | -46.1% | -26.8% |
| 1Y | -9.4% | +54.0% | -63.4% | -26.7% |
| 3Y | +43.1% | +100.7% | -57.6% | +2.4% |
| All | +43.1% | +98.0% | -54.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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