+68.6%
TJX vs MAGS
+190.0%
-121.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -4.6% | +0.6% | -5.2% | -4.7% |
| 30D | -17.2% | +3.2% | -20.4% | -17.6% |
| 3M | -24.9% | +7.7% | -32.6% | -26.0% |
| 6M | -19.7% | +12.5% | -32.1% | -21.7% |
| YTD | -17.2% | +6.0% | -23.2% | -18.4% |
| 1Y | -9.4% | +14.4% | -23.8% | -12.4% |
| 3Y | +43.1% | +127.5% | -84.4% | +16.0% |
| All | +68.6% | +190.0% | -121.4% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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