-3.9%
MCD vs TJX
+4.8%
-8.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.2% | +1.4% | +4.4% |
| 7D | +11.9% | +4.6% | +7.3% | +9.9% |
| 30D | +20.2% | +7.7% | +12.5% | +16.9% |
| 3M | +5.2% | -7.8% | +13.0% | +8.5% |
| 6M | 0.0% | -5.8% | +5.8% | +2.3% |
| YTD | -6.5% | -4.9% | -1.6% | -4.9% |
| 1Y | -3.9% | +3.2% | -7.1% | -7.2% |
| All | -3.9% | +4.8% | -8.7% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling