+112.4%
TJX vs MAS
+43.0%
+69.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | -3.6% | +21.6% | -25.2% | -8.9% |
| 3M | -10.3% | +14.1% | -24.4% | -13.8% |
| 6M | -8.6% | +22.6% | -31.2% | -14.8% |
| YTD | -10.3% | +35.4% | -45.8% | -19.9% |
| 1Y | -6.4% | +37.5% | -43.9% | -16.9% |
| 3Y | +55.0% | +58.3% | -3.3% | +25.4% |
| 5Y | +112.4% | +39.1% | +73.3% | +82.5% |
| All | +112.4% | +43.0% | +69.4% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling