+659.5%
MSTR vs TJX
+287.7%
+371.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | -8.3% | -4.6% | -3.7% | -5.7% |
| 30D | +38.1% | -17.2% | +55.3% | +53.3% |
| 3M | +9.0% | -24.9% | +33.9% | +28.1% |
| 6M | -5.3% | -19.7% | +14.3% | +6.1% |
| YTD | -13.8% | -17.2% | +3.4% | -5.5% |
| 1Y | -59.8% | -9.4% | -50.4% | -58.7% |
| 3Y | +282.2% | +43.1% | +239.1% | +198.8% |
| 5Y | +112.8% | +96.7% | +16.1% | +40.5% |
| All | +659.5% | +287.7% | +371.7% | +311.2% |
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 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