+5,731.6%
MU vs TJX
+287.7%
+5,443.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -4.1% | -4.6% | +0.5% | -1.9% |
| 30D | +7.0% | -17.2% | +24.2% | +17.1% |
| 3M | -2.1% | -24.9% | +22.8% | +11.1% |
| 6M | +133.1% | -19.7% | +152.7% | +153.2% |
| YTD | +241.9% | -17.2% | +259.1% | +263.5% |
| 1Y | +548.8% | -9.4% | +558.2% | +552.3% |
| 3Y | +1,308.2% | +43.1% | +1,265.1% | +976.0% |
| 5Y | +1,260.7% | +96.7% | +1,164.0% | +750.5% |
| All | +5,731.6% | +287.7% | +5,443.9% | +2,793.8% |
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