+176.9%
MCD vs TJX
+287.7%
-110.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -1.2% | -4.6% | +3.4% | +0.4% |
| 30D | -7.8% | -17.2% | +9.4% | -1.5% |
| 3M | -10.7% | -24.9% | +14.2% | -1.3% |
| 6M | -21.3% | -19.7% | -1.6% | -15.2% |
| YTD | -15.8% | -17.2% | +1.4% | -10.3% |
| 1Y | -16.0% | -9.4% | -6.6% | -13.4% |
| 3Y | -3.0% | +43.1% | -46.0% | -15.2% |
| 5Y | +18.6% | +96.7% | -78.1% | -9.0% |
| All | +176.9% | +287.7% | -110.8% | +71.6% |
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