+55.1%
TJX vs RY
+160.7%
-105.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -3.6% | +4.7% | -8.3% | -4.9% |
| 3M | -10.3% | -4.5% | -5.8% | -8.9% |
| 6M | -8.6% | +12.5% | -21.1% | -12.3% |
| YTD | -10.3% | +21.1% | -31.5% | -16.2% |
| 1Y | -6.4% | +38.6% | -45.1% | -16.6% |
| All | +55.1% | +160.7% | -105.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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