+116.9%
TJX vs RVMD
+620.8%
-504.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -4.4% | -3.6% | -0.8% | -4.0% |
| 30D | -18.6% | -1.1% | -17.5% | -18.5% |
| 3M | -24.4% | +41.0% | -65.4% | -27.1% |
| 6M | -20.2% | +105.7% | -125.9% | -26.9% |
| YTD | -16.9% | +155.3% | -172.2% | -26.2% |
| 1Y | -8.5% | +402.7% | -411.2% | -25.1% |
| 3Y | +43.7% | +533.1% | -489.4% | +10.6% |
| 5Y | +97.3% | +583.5% | -486.2% | +42.5% |
| All | +116.9% | +620.8% | -504.0% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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