+13,624.1%
MA vs TJX
+2,736.9%
+10,887.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.1% |
| 7D | -1.8% | -3.3% | +1.5% | +0.1% |
| 30D | +1.4% | -19.9% | +21.3% | +14.8% |
| 3M | +17.7% | -19.0% | +36.8% | +32.2% |
| 6M | +9.7% | -18.6% | +28.2% | +22.1% |
| YTD | +0.5% | -15.3% | +15.8% | +9.1% |
| 1Y | -2.1% | -7.3% | +5.3% | +0.8% |
| 3Y | +40.1% | +46.6% | -6.5% | +9.4% |
| 5Y | +67.5% | +98.5% | -31.0% | +7.7% |
| 10Y | +505.6% | +289.1% | +216.5% | +149.4% |
| All | +13,624.1% | +2,736.9% | +10,887.2% | +1,703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling