+97.3%
TJX vs RVTY
-34.5%
+131.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.6% |
| 7D | -4.4% | -7.4% | +3.1% | -3.3% |
| 30D | -18.6% | +4.5% | -23.1% | -19.2% |
| 3M | -24.4% | +19.5% | -43.8% | -26.8% |
| 6M | -20.2% | +34.1% | -54.4% | -24.6% |
| YTD | -16.9% | +25.3% | -42.2% | -20.9% |
| 1Y | -8.5% | +47.0% | -55.5% | -15.7% |
| 3Y | +43.7% | +14.1% | +29.6% | +36.5% |
| 5Y | +97.3% | -34.6% | +131.9% | +113.2% |
| All | +97.3% | -34.5% | +131.8% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling