+50.1%
MSFT vs TJX
+42.7%
+7.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -0.8% | -4.6% | +3.8% | +0.3% |
| 30D | +0.8% | -17.2% | +18.0% | +5.4% |
| 3M | +27.2% | -24.9% | +52.1% | +36.1% |
| 6M | +22.9% | -19.7% | +42.6% | +28.9% |
| YTD | +3.1% | -17.2% | +20.3% | +6.9% |
| 1Y | -0.3% | -9.4% | +9.2% | -0.3% |
| 3Y | +50.1% | +43.1% | +7.0% | +24.3% |
| All | +50.1% | +42.7% | +7.4% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling