+18.9%
MCD vs TJX
+94.3%
-75.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.5% | -4.4% | +1.8% | -1.2% |
| 30D | -7.0% | -18.6% | +11.5% | -1.0% |
| 3M | -9.8% | -24.4% | +14.6% | -1.8% |
| 6M | -21.8% | -20.2% | -1.5% | -16.3% |
| YTD | -15.6% | -16.9% | +1.4% | -10.9% |
| 1Y | -15.2% | -8.5% | -6.7% | -13.0% |
| 3Y | -2.6% | +43.7% | -46.3% | -12.2% |
| 5Y | +18.9% | +97.3% | -78.5% | -0.6% |
| All | +18.9% | +94.3% | -75.4% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling