+43,607.4%
TJX vs ROST
+68,667.6%
-25,060.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.5% |
| 7D | -4.0% | -2.2% | -1.7% | -3.1% |
| 30D | -20.3% | -11.4% | -8.9% | -16.6% |
| 3M | -23.3% | -1.6% | -21.6% | -22.9% |
| 6M | -19.7% | +6.8% | -26.6% | -21.9% |
| YTD | -17.1% | +25.8% | -42.9% | -24.3% |
| 1Y | -8.8% | +52.4% | -61.2% | -22.7% |
| 3Y | +43.4% | +94.4% | -51.0% | +10.0% |
| 5Y | +95.2% | +108.2% | -13.0% | +43.9% |
| 10Y | +288.1% | +308.5% | -20.4% | +129.2% |
| All | +43,607.4% | +68,667.6% | -25,060.2% | +6,213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling