+43,711.4%
TJX vs RRX
+3,748.6%
+39,962.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.7% |
| 7D | -4.4% | -3.7% | -0.6% | -3.4% |
| 30D | -18.6% | -9.3% | -9.3% | -16.6% |
| 3M | -24.4% | -21.8% | -2.6% | -20.7% |
| 6M | -20.2% | -22.0% | +1.8% | -17.2% |
| YTD | -16.9% | +11.9% | -28.9% | -22.5% |
| 1Y | -8.5% | +11.6% | -20.1% | -15.2% |
| 3Y | +43.7% | +2.2% | +41.6% | +29.6% |
| 5Y | +97.3% | +14.9% | +82.5% | +68.1% |
| 10Y | +289.0% | +214.2% | +74.7% | +145.2% |
| All | +43,711.4% | +3,748.6% | +39,962.7% | +19,613.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling