+1,263.7%
MU vs TJX
+94.3%
+1,169.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +2.0% | -4.4% | +6.4% | +3.7% |
| 30D | +12.5% | -18.6% | +31.1% | +21.2% |
| 3M | +9.6% | -24.4% | +34.0% | +20.7% |
| 6M | +142.6% | -20.2% | +162.9% | +158.8% |
| YTD | +242.7% | -16.9% | +259.6% | +256.0% |
| 1Y | +599.3% | -8.5% | +607.8% | +583.4% |
| 3Y | +1,308.3% | +43.7% | +1,264.5% | +927.1% |
| 5Y | +1,263.7% | +97.3% | +1,166.4% | +679.6% |
| All | +1,263.7% | +94.3% | +1,169.4% | +679.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling