+46.6%
TJX vs RY
+159.6%
-113.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -3.3% | +2.7% | -6.0% | -4.1% |
| 30D | -19.9% | -1.0% | -18.9% | -19.6% |
| 3M | -19.0% | +7.6% | -26.7% | -21.2% |
| 6M | -18.6% | +29.5% | -48.0% | -25.5% |
| YTD | -15.3% | +24.2% | -39.5% | -21.6% |
| 1Y | -7.3% | +46.4% | -53.7% | -19.1% |
| 3Y | +46.6% | +159.4% | -112.8% | +6.4% |
| All | +46.6% | +159.6% | -113.0% | +6.4% |
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