+283.6%
TJX vs RVTY
+145.6%
+138.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | -4.6% | -4.5% | 0.0% | -3.6% |
| 30D | -17.2% | +5.5% | -22.6% | -18.3% |
| 3M | -24.9% | +22.5% | -47.4% | -28.8% |
| 6M | -19.7% | +38.9% | -58.6% | -26.6% |
| YTD | -17.2% | +28.7% | -45.9% | -23.3% |
| 1Y | -9.4% | +45.5% | -54.9% | -19.1% |
| 3Y | +43.1% | +16.4% | +26.7% | +31.2% |
| 5Y | +96.7% | -32.7% | +129.4% | +109.8% |
| All | +283.6% | +145.6% | +138.0% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling