+503.0%
MA vs TJX
+287.7%
+215.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.7% | -4.6% | +2.9% | +0.8% |
| 30D | +1.7% | -17.2% | +18.9% | +12.6% |
| 3M | +17.2% | -24.9% | +42.1% | +36.6% |
| 6M | +13.3% | -19.7% | +33.0% | +26.7% |
| YTD | +0.2% | -17.2% | +17.4% | +9.8% |
| 1Y | -2.7% | -9.4% | +6.7% | +1.1% |
| 3Y | +39.1% | +43.1% | -4.0% | +10.2% |
| 5Y | +68.8% | +96.7% | -27.9% | +9.4% |
| All | +503.0% | +287.7% | +215.3% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TJX.
Daily Out/Under-Performance
Portfolio return minus TJX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TJX 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 TJX 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