+283.6%
TJX vs MCO
+393.6%
-110.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.0% |
| 7D | -4.6% | -3.8% | -0.8% | -3.1% |
| 30D | -17.2% | -0.4% | -16.8% | -17.1% |
| 3M | -24.9% | +7.7% | -32.6% | -27.5% |
| 6M | -19.7% | +7.0% | -26.7% | -22.4% |
| YTD | -17.2% | -6.4% | -10.8% | -16.1% |
| 1Y | -9.4% | -7.6% | -1.8% | -8.0% |
| 3Y | +43.1% | +43.2% | -0.2% | +17.4% |
| 5Y | +96.7% | +29.6% | +67.1% | +65.2% |
| All | +283.6% | +393.6% | -110.0% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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