+6,244.8%
MS vs TJX
+22,839.1%
-16,594.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.6% |
| 7D | +2.5% | -3.3% | +5.7% | +4.3% |
| 30D | 0.0% | -19.9% | +19.8% | +12.3% |
| 3M | +2.4% | -19.0% | +21.5% | +13.7% |
| 6M | +36.4% | -18.6% | +55.0% | +50.6% |
| YTD | +23.8% | -15.3% | +39.1% | +33.4% |
| 1Y | +48.6% | -7.3% | +56.0% | +52.3% |
| 3Y | +179.1% | +46.6% | +132.6% | +122.5% |
| 5Y | +144.8% | +98.5% | +46.3% | +63.1% |
| 10Y | +794.2% | +289.1% | +505.1% | +305.9% |
| All | +6,244.8% | +22,839.1% | -16,594.3% | +591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling