+38,740.0%
TJX vs M
+396.5%
+38,343.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.9% |
| 7D | -2.2% | +4.7% | -7.0% | -3.6% |
| 30D | -17.1% | -9.6% | -7.5% | -14.6% |
| 3M | -16.5% | +0.9% | -17.3% | -17.3% |
| 6M | -17.8% | +22.3% | -40.1% | -23.6% |
| YTD | -13.2% | +6.5% | -19.7% | -16.3% |
| 1Y | -5.2% | +38.8% | -44.0% | -16.3% |
| 3Y | +48.2% | +115.9% | -67.7% | +3.5% |
| 5Y | +99.8% | +28.6% | +71.2% | +49.0% |
| 10Y | +291.1% | -2.5% | +293.7% | +151.3% |
| All | +38,740.0% | +396.5% | +38,343.5% | +10,174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling