+97.2%
TJX vs ROST
+114.0%
-16.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.6% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -17.2% | -6.9% | -10.3% | -14.1% |
| 3M | -24.9% | -3.3% | -21.6% | -23.7% |
| 6M | -19.7% | +9.0% | -28.7% | -23.7% |
| YTD | -17.2% | +28.9% | -46.1% | -28.3% |
| 1Y | -9.4% | +54.0% | -63.4% | -29.1% |
| 3Y | +43.1% | +100.7% | -57.6% | -5.1% |
| All | +97.2% | +114.0% | -16.8% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling