+43.1%
TJX vs RSG
+57.7%
-14.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -17.2% | +4.0% | -21.1% | -18.3% |
| 3M | -24.9% | +7.4% | -32.3% | -26.7% |
| 6M | -19.7% | +0.1% | -19.8% | -19.9% |
| YTD | -17.2% | +6.0% | -23.2% | -19.5% |
| 1Y | -9.4% | -3.0% | -6.5% | -8.6% |
| 3Y | +43.1% | +56.5% | -13.4% | +16.3% |
| All | +43.1% | +57.7% | -14.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling