+97.2%
TJX vs MAR
+154.9%
-57.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -4.6% | -0.5% | -4.0% | -4.4% |
| 30D | -17.2% | -5.4% | -11.7% | -15.6% |
| 3M | -24.9% | -15.5% | -9.4% | -20.5% |
| 6M | -19.7% | +3.0% | -22.6% | -20.9% |
| YTD | -17.2% | +8.5% | -25.7% | -20.4% |
| 1Y | -9.4% | +26.0% | -35.4% | -17.9% |
| 3Y | +43.1% | +68.6% | -25.5% | +12.4% |
| All | +97.2% | +154.9% | -57.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling