+283.6%
TJX vs TROW
+130.0%
+153.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | -4.6% | -3.2% | -1.4% | -3.3% |
| 30D | -17.2% | -4.6% | -12.6% | -15.6% |
| 3M | -24.9% | -0.7% | -24.3% | -25.1% |
| 6M | -19.7% | +22.2% | -41.9% | -26.8% |
| YTD | -17.2% | +6.6% | -23.8% | -20.5% |
| 1Y | -9.4% | +5.8% | -15.3% | -13.0% |
| 3Y | +43.1% | +11.6% | +31.5% | +30.4% |
| 5Y | +96.7% | -38.9% | +135.6% | +134.1% |
| All | +283.6% | +130.0% | +153.6% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling