+97.2%
TJX vs RUN
-81.0%
+178.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -4.6% | -3.7% | -0.9% | -4.4% |
| 30D | -17.2% | -13.0% | -4.2% | -16.7% |
| 3M | -24.9% | -31.8% | +6.9% | -23.8% |
| 6M | -19.7% | -32.2% | +12.6% | -18.7% |
| YTD | -17.2% | -53.5% | +36.3% | -15.3% |
| 1Y | -9.4% | -46.5% | +37.1% | -8.4% |
| 3Y | +43.1% | -37.6% | +80.7% | +32.9% |
| All | +97.2% | -81.0% | +178.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 5y: compounded portfolio wealth divided by compounded RUN 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…
5y analysis · Full analysis span regression · 6 months rolling