+319.8%
TJX vs RUN
-32.6%
+352.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.9% |
| 7D | -4.0% | -1.8% | -2.2% | -3.8% |
| 30D | -20.3% | -10.8% | -9.5% | -19.8% |
| 3M | -23.3% | -30.2% | +6.9% | -21.7% |
| 6M | -19.7% | -22.3% | +2.6% | -19.1% |
| YTD | -17.1% | -52.2% | +35.0% | -14.4% |
| 1Y | -8.8% | -45.1% | +36.3% | -7.4% |
| 3Y | +43.4% | -37.1% | +80.5% | +30.9% |
| 5Y | +95.2% | -80.3% | +175.5% | +88.5% |
| 10Y | +288.1% | +45.2% | +242.8% | +198.8% |
| All | +319.8% | -32.6% | +352.5% | +227.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling