+1,192.5%
MSTR vs TJX
+5,399.2%
-4,206.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -3.3% |
| 7D | +9.3% | -3.3% | +12.6% | +11.1% |
| 30D | +36.5% | -19.9% | +56.4% | +50.4% |
| 3M | +7.3% | -19.0% | +26.4% | +17.4% |
| 6M | +2.2% | -18.6% | +20.8% | +11.1% |
| YTD | -10.2% | -15.3% | +5.1% | -4.3% |
| 1Y | -58.6% | -7.3% | -51.3% | -57.9% |
| 3Y | +283.2% | +46.6% | +236.6% | +217.3% |
| 5Y | +113.8% | +98.5% | +15.3% | +59.0% |
| 10Y | +690.7% | +289.1% | +401.7% | +323.3% |
| All | +1,192.5% | +5,399.2% | -4,206.7% | +116.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling