+224.4%
MRK vs TJX
+287.7%
-63.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -4.3% | -4.6% | +0.3% | -3.3% |
| 30D | +8.3% | -17.2% | +25.4% | +12.4% |
| 3M | +20.0% | -24.9% | +44.9% | +27.1% |
| 6M | +25.7% | -19.7% | +45.3% | +31.0% |
| YTD | +38.7% | -17.2% | +55.9% | +43.6% |
| 1Y | +74.7% | -9.4% | +84.1% | +77.3% |
| 3Y | +45.4% | +43.1% | +2.3% | +33.1% |
| 5Y | +129.0% | +96.7% | +32.3% | +93.1% |
| All | +224.4% | +287.7% | -63.3% | +126.4% |
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 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