+143.2%
MS vs TJX
+94.1%
+49.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | +1.7% | -4.0% | +5.6% | +3.6% |
| 30D | 0.0% | -20.3% | +20.3% | +11.5% |
| 3M | +3.0% | -23.3% | +26.3% | +16.4% |
| 6M | +35.7% | -19.7% | +55.4% | +49.4% |
| YTD | +23.3% | -17.1% | +40.4% | +33.1% |
| 1Y | +44.7% | -8.8% | +53.5% | +47.7% |
| 3Y | +178.0% | +43.4% | +134.6% | +120.2% |
| 5Y | +143.2% | +95.2% | +48.0% | +61.0% |
| All | +143.2% | +94.1% | +49.1% | +61.0% |
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