+283.6%
TJX vs TRV
+306.9%
-23.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.3% |
| 7D | -4.6% | +1.9% | -6.5% | -5.4% |
| 30D | -17.2% | +1.7% | -18.9% | -17.8% |
| 3M | -24.9% | +23.9% | -48.8% | -32.4% |
| 6M | -19.7% | +26.3% | -45.9% | -28.4% |
| YTD | -17.2% | +30.8% | -48.0% | -27.6% |
| 1Y | -9.4% | +36.3% | -45.8% | -22.4% |
| 3Y | +43.1% | +145.0% | -101.9% | -11.4% |
| 5Y | +96.7% | +163.9% | -67.2% | +13.7% |
| All | +283.6% | +306.9% | -23.3% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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