+283.6%
TJX vs RRC
+4.9%
+278.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -4.6% | -1.8% | -2.8% | -4.4% |
| 30D | -17.2% | +2.7% | -19.8% | -17.4% |
| 3M | -24.9% | +8.8% | -33.7% | -25.5% |
| 6M | -19.7% | -1.2% | -18.5% | -19.8% |
| YTD | -17.2% | +17.6% | -34.8% | -18.6% |
| 1Y | -9.4% | +18.4% | -27.9% | -11.2% |
| 3Y | +43.1% | +33.1% | +10.0% | +37.3% |
| 5Y | +96.7% | +148.2% | -51.5% | +74.0% |
| All | +283.6% | +4.9% | +278.7% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling