+95.0%
MO vs TJX
+42.7%
+52.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | -4.6% | +4.7% | +1.0% |
| 30D | +7.1% | -17.2% | +24.3% | +10.9% |
| 3M | -2.0% | -24.9% | +22.9% | +3.2% |
| 6M | +7.3% | -19.7% | +27.0% | +11.6% |
| YTD | +23.5% | -17.2% | +40.7% | +27.4% |
| 1Y | +11.0% | -9.4% | +20.4% | +12.5% |
| 3Y | +95.0% | +43.1% | +51.9% | +68.3% |
| All | +95.0% | +42.7% | +52.3% | +68.3% |
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