+110.9%
MO vs TJX
+287.7%
-176.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -4.6% | +4.7% | +1.5% |
| 30D | +7.1% | -17.2% | +24.3% | +13.0% |
| 3M | -2.0% | -24.9% | +22.9% | +6.2% |
| 6M | +7.3% | -19.7% | +27.0% | +13.8% |
| YTD | +23.5% | -17.2% | +40.7% | +29.6% |
| 1Y | +11.0% | -9.4% | +20.4% | +13.4% |
| 3Y | +95.0% | +43.1% | +51.9% | +72.3% |
| 5Y | +100.6% | +96.7% | +3.9% | +57.7% |
| All | +110.9% | +287.7% | -176.9% | +33.0% |
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