+45,672.8%
TJX vs MAS
+1,430.5%
+44,242.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.6% |
| 7D | -2.2% | -0.8% | -1.5% | -2.0% |
| 30D | -17.1% | -5.6% | -11.6% | -15.8% |
| 3M | -16.5% | +4.4% | -20.9% | -18.3% |
| 6M | -17.8% | +7.2% | -25.0% | -20.6% |
| YTD | -13.2% | +16.1% | -29.3% | -18.6% |
| 1Y | -5.2% | +0.1% | -5.3% | -7.1% |
| 3Y | +48.2% | +28.3% | +19.9% | +31.2% |
| 5Y | +99.8% | +30.5% | +69.3% | +73.3% |
| 10Y | +291.1% | +139.1% | +152.0% | +174.9% |
| All | +45,672.8% | +1,430.5% | +44,242.4% | +14,962.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling