+147.4%
TJX vs RPRX
+53.1%
+94.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.8% |
| 7D | -4.4% | -8.0% | +3.7% | -2.9% |
| 30D | -18.6% | +2.1% | -20.6% | -19.0% |
| 3M | -24.4% | +8.2% | -32.6% | -25.6% |
| 6M | -20.2% | +28.9% | -49.1% | -24.2% |
| YTD | -16.9% | +54.1% | -71.1% | -23.7% |
| 1Y | -8.5% | +65.5% | -74.0% | -17.3% |
| 3Y | +43.7% | +117.3% | -73.5% | +22.1% |
| 5Y | +97.3% | +71.6% | +25.7% | +76.8% |
| All | +147.4% | +53.1% | +94.3% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling