+1,308.2%
MU vs TJX
+42.7%
+1,265.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -4.1% | -4.6% | +0.5% | -4.2% |
| 30D | +7.0% | -17.2% | +24.2% | +6.5% |
| 3M | -2.1% | -24.9% | +22.8% | -1.7% |
| 6M | +133.1% | -19.7% | +152.7% | +130.1% |
| YTD | +241.9% | -17.2% | +259.1% | +233.9% |
| 1Y | +548.8% | -9.4% | +558.2% | +507.5% |
| 3Y | +1,308.2% | +43.1% | +1,265.1% | +939.0% |
| All | +1,308.2% | +42.7% | +1,265.5% | +939.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling