+131,319.0%
MSFT vs TJX
+44,323.9%
+86,995.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -1.0% | -4.0% | +2.9% | +0.1% |
| 30D | -2.7% | -20.3% | +17.7% | +3.9% |
| 3M | +22.1% | -23.3% | +45.4% | +31.6% |
| 6M | +20.6% | -19.7% | +40.3% | +27.9% |
| YTD | +2.3% | -17.1% | +19.4% | +7.3% |
| 1Y | -0.5% | -8.8% | +8.3% | +1.3% |
| 3Y | +50.5% | +43.4% | +7.1% | +33.8% |
| 5Y | +72.3% | +95.2% | -22.9% | +39.1% |
| 10Y | +885.0% | +288.1% | +597.0% | +539.3% |
| All | +131,319.0% | +44,323.9% | +86,995.2% | +25,519.3% |
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 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