-9.4%
TJX vs RSG
-1.5%
-7.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -17.2% | +4.0% | -21.1% | -17.8% |
| 3M | -24.9% | +7.4% | -32.3% | -25.8% |
| 6M | -19.7% | +0.1% | -19.8% | -20.3% |
| YTD | -17.2% | +6.0% | -23.2% | -19.2% |
| 1Y | -9.4% | -3.0% | -6.5% | -8.0% |
| All | -9.4% | -1.5% | -7.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling