+84.6%
MRK vs TJX
+4.8%
+79.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.2% | -1.2% | +3.1% |
| 7D | +6.7% | +4.6% | +2.1% | +5.9% |
| 30D | +7.8% | +7.7% | +0.1% | +6.7% |
| 3M | +18.2% | -7.8% | +26.0% | +18.7% |
| 6M | +34.7% | -5.8% | +40.5% | +33.3% |
| YTD | +45.8% | -4.9% | +50.7% | +43.9% |
| 1Y | +84.6% | +3.2% | +81.4% | +76.4% |
| All | +84.6% | +4.8% | +79.8% | +76.4% |
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