+44,577.8%
TJX vs RRC
+1,198.8%
+43,379.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -3.3% | -1.2% | -2.1% | -3.2% |
| 30D | -19.9% | +9.4% | -29.3% | -20.4% |
| 3M | -19.0% | +7.4% | -26.4% | -19.5% |
| 6M | -18.6% | +1.5% | -20.0% | -18.8% |
| YTD | -15.3% | +19.4% | -34.7% | -16.6% |
| 1Y | -7.3% | +24.2% | -31.6% | -9.2% |
| 3Y | +46.6% | +32.8% | +13.8% | +41.8% |
| 5Y | +98.5% | +152.9% | -54.4% | +79.6% |
| 10Y | +289.1% | +3.9% | +285.2% | +247.8% |
| All | +44,577.8% | +1,198.8% | +43,379.0% | +32,117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling