+97.2%
TJX vs RPRX
+70.9%
+26.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -4.6% | -8.4% | +3.8% | -2.7% |
| 30D | -17.2% | -0.6% | -16.5% | -17.1% |
| 3M | -24.9% | +6.4% | -31.3% | -26.1% |
| 6M | -19.7% | +26.6% | -46.3% | -24.2% |
| YTD | -17.2% | +53.8% | -71.0% | -25.4% |
| 1Y | -9.4% | +62.8% | -72.2% | -19.8% |
| 3Y | +43.1% | +118.0% | -75.0% | +16.1% |
| All | +97.2% | +70.9% | +26.3% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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