+68.8%
TJX vs MAGS
+187.7%
-118.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | -4.0% | +0.8% | -4.8% | -4.1% |
| 30D | -20.3% | +0.4% | -20.7% | -20.4% |
| 3M | -23.3% | +5.6% | -28.8% | -24.1% |
| 6M | -19.7% | +12.3% | -32.0% | -21.8% |
| YTD | -17.1% | +5.1% | -22.2% | -18.2% |
| 1Y | -8.8% | +14.0% | -22.8% | -11.7% |
| 3Y | +43.4% | +129.4% | -86.0% | +16.0% |
| All | +68.8% | +187.7% | -118.9% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling