+39,552.9%
TJX vs M
+436.6%
+39,116.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -0.3% | +7.0% | -7.4% | -2.5% |
| 30D | -5.6% | +8.9% | -14.5% | -8.2% |
| 3M | -12.3% | +4.5% | -16.8% | -13.9% |
| 6M | -7.7% | +36.2% | -43.9% | -17.1% |
| YTD | -11.4% | +15.1% | -26.5% | -16.9% |
| 1Y | -7.0% | +27.4% | -34.5% | -15.8% |
| 3Y | +53.3% | +160.1% | -106.9% | +0.9% |
| 5Y | +109.9% | -1.6% | +111.5% | +73.2% |
| 10Y | +310.0% | -7.7% | +317.6% | +169.8% |
| All | +39,552.9% | +436.6% | +39,116.3% | +10,102.9% |
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