+97.2%
TJX vs MCO
+28.6%
+68.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -4.6% | -3.8% | -0.8% | -3.3% |
| 30D | -17.2% | -0.4% | -16.8% | -17.1% |
| 3M | -24.9% | +7.7% | -32.6% | -27.1% |
| 6M | -19.7% | +7.0% | -26.7% | -22.1% |
| 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% | +18.8% |
| All | +97.2% | +28.6% | +68.5% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling