+104,499.0%
MU vs TJX
+45,310.2%
+59,188.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TJX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.6% |
| 7D | +7.2% | -3.3% | +10.4% | +8.6% |
| 30D | +14.0% | -19.9% | +33.8% | +24.7% |
| 3M | +5.4% | -19.0% | +24.4% | +13.5% |
| 6M | +170.3% | -18.6% | +188.8% | +188.8% |
| YTD | +250.7% | -15.3% | +266.0% | +267.2% |
| 1Y | +662.1% | -7.3% | +669.5% | +665.5% |
| 3Y | +1,341.2% | +46.6% | +1,294.6% | +1,081.6% |
| 5Y | +1,319.3% | +98.5% | +1,220.9% | +916.7% |
| 10Y | +5,778.3% | +289.1% | +5,489.2% | +3,018.4% |
| All | +104,499.0% | +45,310.2% | +59,188.8% | +10,097.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling