-9.3%
MCD vs TJX
-7.4%
-1.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 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% | +5.9% |
| 6M | 0.0% | -7.7% | +7.7% | +3.0% |
| YTD | -9.3% | -11.4% | +2.1% | -5.2% |
| 1Y | -9.3% | -7.0% | -2.3% | -8.2% |
| All | -9.3% | -7.4% | -1.9% | -8.2% |
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