-5.2%
TJX vs MAR
+27.3%
-32.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.2% | -4.2% | +1.9% | -1.4% |
| 30D | -17.1% | -6.7% | -10.5% | -15.9% |
| 3M | -16.5% | -12.5% | -4.0% | -14.2% |
| 6M | -17.8% | +0.6% | -18.4% | -18.1% |
| YTD | -13.2% | +9.1% | -22.3% | -15.0% |
| 1Y | -5.2% | +26.2% | -31.4% | -10.3% |
| All | -5.2% | +27.3% | -32.5% | -10.3% |
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