+3.2%
TJX vs MAS
+40.8%
-37.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.5% | +4.1% |
| 7D | +4.6% | +14.2% | -9.6% | +2.2% |
| 30D | +7.7% | +26.8% | -19.1% | +3.5% |
| 3M | -7.8% | +13.1% | -21.0% | -9.8% |
| 6M | -5.8% | +27.9% | -33.7% | -10.7% |
| YTD | -4.9% | +38.7% | -43.5% | -13.3% |
| 1Y | +3.2% | +40.4% | -37.2% | -6.6% |
| All | +3.2% | +40.8% | -37.6% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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