+283.6%
TJX vs RRX
+228.4%
+55.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.3% |
| 7D | -4.6% | -0.3% | -4.2% | -4.5% |
| 30D | -17.2% | -6.1% | -11.0% | -15.8% |
| 3M | -24.9% | -23.1% | -1.9% | -20.7% |
| 6M | -19.7% | -19.5% | -0.1% | -17.4% |
| YTD | -17.2% | +16.1% | -33.3% | -24.9% |
| 1Y | -9.4% | +12.9% | -22.4% | -17.8% |
| 3Y | +43.1% | +7.9% | +35.1% | +23.5% |
| 5Y | +96.7% | +19.1% | +77.6% | +55.6% |
| All | +283.6% | +228.4% | +55.2% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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