+6,400.1%
TJX vs MAR
+2,460.4%
+3,939.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -20.3% | -4.7% | -15.7% | -18.9% |
| 3M | -23.3% | -15.6% | -7.7% | -18.3% |
| 6M | -19.7% | +1.2% | -20.9% | -20.5% |
| YTD | -17.1% | +7.5% | -24.6% | -20.3% |
| 1Y | -8.8% | +26.6% | -35.4% | -18.0% |
| 3Y | +43.4% | +66.0% | -22.6% | +13.5% |
| 5Y | +95.2% | +154.1% | -58.9% | +27.6% |
| 10Y | +288.1% | +441.9% | -153.8% | +76.4% |
| All | +6,400.1% | +2,460.4% | +3,939.7% | +1,198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling