+548.8%
MU vs TJX
-9.1%
+557.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.5% |
| 7D | -4.1% | -4.6% | +0.5% | -7.5% |
| 30D | +7.0% | -17.2% | +24.2% | -8.0% |
| 3M | -2.1% | -24.9% | +22.8% | -19.8% |
| 6M | +133.1% | -19.7% | +152.7% | +98.5% |
| YTD | +241.9% | -17.2% | +259.1% | +202.5% |
| 1Y | +548.8% | -9.4% | +558.2% | +527.5% |
| All | +548.8% | -9.1% | +557.9% | +527.5% |
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 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