+43,607.4%
TJX vs RVTY
+2,293.6%
+41,313.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -1.6% |
| 7D | -4.0% | -5.4% | +1.5% | -2.8% |
| 30D | -20.3% | +6.7% | -27.1% | -21.6% |
| 3M | -23.3% | +19.0% | -42.3% | -26.4% |
| 6M | -19.7% | +34.6% | -54.4% | -25.3% |
| YTD | -17.1% | +28.3% | -45.4% | -22.4% |
| 1Y | -8.8% | +46.0% | -54.8% | -17.3% |
| 3Y | +43.4% | +16.9% | +26.5% | +33.1% |
| 5Y | +95.2% | -32.9% | +128.1% | +101.1% |
| 10Y | +288.1% | +141.6% | +146.4% | +197.9% |
| All | +43,607.4% | +2,293.6% | +41,313.8% | +14,388.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling