+324.4%
TJX vs MAS
+214.9%
+109.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.8% | -1.8% |
| 7D | -3.6% | +2.4% | -5.9% | -4.4% |
| 30D | -2.5% | +19.8% | -22.4% | -9.0% |
| 3M | -16.2% | +9.8% | -26.1% | -19.4% |
| 6M | -12.4% | +15.8% | -28.2% | -18.2% |
| YTD | -11.1% | +31.8% | -42.9% | -22.2% |
| 1Y | -4.7% | +35.4% | -40.1% | -17.7% |
| 3Y | +54.8% | +59.2% | -4.4% | +19.5% |
| 5Y | +104.3% | +41.2% | +63.0% | +62.2% |
| All | +324.4% | +214.9% | +109.5% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling