+97.3%
TJX vs RRC
+150.0%
-52.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.4% | -1.2% | -3.2% | -4.3% |
| 30D | -18.6% | +3.0% | -21.5% | -18.7% |
| 3M | -24.4% | +7.3% | -31.6% | -24.8% |
| 6M | -20.2% | +3.6% | -23.8% | -20.6% |
| YTD | -16.9% | +19.4% | -36.3% | -18.3% |
| 1Y | -8.5% | +21.4% | -29.9% | -10.3% |
| 3Y | +43.7% | +32.8% | +11.0% | +38.3% |
| 5Y | +97.3% | +152.0% | -54.6% | +79.7% |
| All | +97.3% | +150.0% | -52.6% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling