+3.2%
TJX vs MAR
+62.0%
-58.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.1% | +4.7% |
| 7D | +4.6% | +7.7% | -3.1% | +2.8% |
| 30D | +7.7% | +19.4% | -11.7% | +3.3% |
| 3M | -7.8% | +23.3% | -31.2% | -12.3% |
| 6M | -5.8% | +22.8% | -28.6% | -10.4% |
| YTD | -4.9% | +37.8% | -42.6% | -11.9% |
| 1Y | +3.2% | +57.4% | -54.2% | -8.4% |
| All | +3.2% | +62.0% | -58.9% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling