+122.9%
MS vs TJX
+108.4%
+14.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.4% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | +5.7% | -5.6% | +11.3% | +8.5% |
| 3M | -12.2% | -12.3% | +0.2% | -6.6% |
| 6M | -0.5% | -7.7% | +7.2% | +1.9% |
| YTD | +9.8% | -11.4% | +21.2% | +14.5% |
| 1Y | +17.7% | -7.0% | +24.8% | +19.4% |
| 3Y | +176.8% | +53.3% | +123.6% | +110.7% |
| All | +122.9% | +108.4% | +14.5% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling