+1,252.0%
MSTR vs TJX
+5,534.0%
-4,282.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +12.2% | -2.2% | +14.4% | +13.4% |
| 30D | +45.2% | -17.1% | +62.3% | +57.4% |
| 3M | +10.4% | -16.5% | +26.9% | +18.9% |
| 6M | -2.5% | -17.8% | +15.3% | +5.5% |
| YTD | -6.0% | -13.2% | +7.2% | -1.0% |
| 1Y | -56.4% | -5.2% | -51.2% | -56.2% |
| 3Y | +306.3% | +48.2% | +258.0% | +234.6% |
| 5Y | +100.5% | +99.8% | +0.7% | +48.6% |
| 10Y | +741.1% | +291.1% | +450.0% | +348.6% |
| All | +1,252.0% | +5,534.0% | -4,282.0% | +123.5% |
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