+41,382.2%
TJX vs RY
+11,573.6%
+29,808.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -2.2% | +3.1% | -5.4% | -3.7% |
| 30D | -17.1% | -0.3% | -16.8% | -17.1% |
| 3M | -16.5% | +8.7% | -25.1% | -19.9% |
| 6M | -17.8% | +28.5% | -46.3% | -27.3% |
| YTD | -13.2% | +25.1% | -38.3% | -22.5% |
| 1Y | -5.2% | +46.3% | -51.5% | -21.5% |
| 3Y | +48.2% | +154.9% | -106.7% | -7.3% |
| 5Y | +99.8% | +140.3% | -40.5% | +27.9% |
| 10Y | +291.1% | +377.0% | -85.9% | +82.1% |
| All | +41,382.2% | +11,573.6% | +29,808.5% | +4,857.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling