+43.1%
TJX vs RVTY
+17.0%
+26.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.6% |
| 7D | -4.6% | -4.5% | 0.0% | -4.2% |
| 30D | -17.2% | +5.5% | -22.6% | -17.6% |
| 3M | -24.9% | +22.5% | -47.4% | -26.6% |
| 6M | -19.7% | +38.9% | -58.6% | -22.9% |
| YTD | -17.2% | +28.7% | -45.9% | -20.1% |
| 1Y | -9.4% | +45.5% | -54.9% | -14.1% |
| 3Y | +43.1% | +16.4% | +26.7% | +39.2% |
| All | +43.1% | +17.0% | +26.1% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling