+878.4%
MSFT vs TJX
+287.7%
+590.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.8% |
| 7D | -0.8% | -4.6% | +3.8% | +1.0% |
| 30D | +0.8% | -17.2% | +18.0% | +8.5% |
| 3M | +27.2% | -24.9% | +52.1% | +42.1% |
| 6M | +22.9% | -19.7% | +42.6% | +33.1% |
| YTD | +3.1% | -17.2% | +20.3% | +10.0% |
| 1Y | -0.3% | -9.4% | +9.2% | +2.2% |
| 3Y | +50.1% | +43.1% | +7.0% | +25.8% |
| 5Y | +74.6% | +96.7% | -22.1% | +26.2% |
| All | +878.4% | +287.7% | +590.6% | +442.8% |
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 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