+43,711.4%
TJX vs TRV
+6,607.4%
+37,103.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -4.4% | -1.5% | -2.9% | -3.8% |
| 30D | -18.6% | -1.8% | -16.8% | -18.0% |
| 3M | -24.4% | +21.6% | -45.9% | -30.3% |
| 6M | -20.2% | +22.5% | -42.7% | -26.8% |
| YTD | -16.9% | +28.1% | -45.1% | -25.2% |
| 1Y | -8.5% | +37.0% | -45.5% | -19.9% |
| 3Y | +43.7% | +141.9% | -98.2% | -2.0% |
| 5Y | +97.3% | +158.5% | -61.2% | +29.1% |
| 10Y | +289.0% | +297.5% | -8.6% | +110.4% |
| All | +43,711.4% | +6,607.4% | +37,103.9% | +6,123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling