+773.9%
MS vs TJX
+289.0%
+484.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.4% |
| 7D | -2.1% | -4.4% | +2.3% | +0.5% |
| 30D | -1.1% | -18.6% | +17.4% | +11.2% |
| 3M | +3.5% | -24.4% | +27.8% | +20.8% |
| 6M | +33.7% | -20.2% | +54.0% | +50.7% |
| YTD | +21.8% | -16.9% | +38.7% | +33.4% |
| 1Y | +41.1% | -8.5% | +49.6% | +45.4% |
| 3Y | +174.5% | +43.7% | +130.8% | +113.1% |
| 5Y | +140.7% | +97.3% | +43.3% | +50.3% |
| All | +773.9% | +289.0% | +484.9% | +286.2% |
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