-2.6%
MCD vs TJX
+42.8%
-45.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | -2.9% | -4.0% | +1.1% | -1.4% |
| 30D | -6.7% | -20.3% | +13.6% | +1.7% |
| 3M | -9.6% | -23.3% | +13.7% | -0.1% |
| 6M | -22.3% | -19.7% | -2.6% | -15.7% |
| YTD | -15.4% | -17.1% | +1.7% | -9.5% |
| 1Y | -16.8% | -8.8% | -8.0% | -14.2% |
| All | -2.6% | +42.8% | -45.4% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling