+67.6%
MA vs TJX
+94.3%
-26.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.5% | -4.4% | +0.9% | -1.3% |
| 30D | +0.7% | -18.6% | +19.3% | +11.5% |
| 3M | +15.8% | -24.4% | +40.2% | +32.8% |
| 6M | +10.2% | -20.2% | +30.5% | +22.5% |
| YTD | -0.5% | -16.9% | +16.5% | +7.9% |
| 1Y | -1.8% | -8.5% | +6.7% | +0.8% |
| 3Y | +38.7% | +43.7% | -5.0% | +9.2% |
| 5Y | +67.6% | +97.3% | -29.7% | +9.5% |
| All | +67.6% | +94.3% | -26.7% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling