+283.6%
TJX vs M
-3.0%
+286.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.7% | -8.0% | -2.0% |
| 7D | -4.6% | -4.2% | -0.4% | -3.8% |
| 30D | -17.2% | -7.2% | -10.0% | -16.0% |
| 3M | -24.9% | -11.1% | -13.8% | -23.3% |
| 6M | -19.7% | +28.8% | -48.5% | -24.6% |
| YTD | -17.2% | +2.0% | -19.2% | -18.6% |
| 1Y | -9.4% | +31.3% | -40.7% | -16.0% |
| 3Y | +43.1% | +119.1% | -76.0% | +10.3% |
| 5Y | +96.7% | +29.7% | +67.0% | +60.8% |
| All | +283.6% | -3.0% | +286.7% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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