+265.1%
MU vs TJX
+4.8%
+260.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.2% | -12.2% | -3.1% |
| 7D | -19.1% | +4.6% | -23.7% | -15.9% |
| 30D | -25.2% | +7.7% | -32.9% | -20.7% |
| 3M | -10.9% | -7.8% | -3.1% | -17.1% |
| 6M | +38.0% | -5.8% | +43.8% | +29.7% |
| YTD | +178.8% | -4.9% | +183.7% | +173.4% |
| 1Y | +265.1% | +3.2% | +262.0% | +261.1% |
| All | +265.1% | +4.8% | +260.3% | +261.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling