+193.4%
MCD vs TJX
+309.3%
-115.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +14.1% | -5.6% | +19.7% | +16.5% |
| 3M | +0.6% | -12.3% | +12.9% | +5.2% |
| 6M | 0.0% | -7.7% | +7.7% | +2.6% |
| YTD | -9.3% | -11.4% | +2.1% | -5.8% |
| 1Y | -9.3% | -7.0% | -2.3% | -7.4% |
| 3Y | +8.6% | +53.3% | -44.7% | -7.5% |
| 5Y | +21.9% | +109.9% | -88.0% | -8.6% |
| All | +193.4% | +309.3% | -115.8% | +78.3% |
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