+38,005.5%
TJX vs MCO
+7,284.8%
+30,720.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.7% |
| 7D | -4.4% | -7.3% | +3.0% | -2.0% |
| 30D | -18.6% | -1.7% | -16.9% | -18.2% |
| 3M | -24.4% | +3.9% | -28.3% | -25.5% |
| 6M | -20.2% | +3.8% | -24.1% | -21.6% |
| YTD | -16.9% | -7.9% | -9.0% | -15.6% |
| 1Y | -8.5% | -6.8% | -1.7% | -7.6% |
| 3Y | +43.7% | +40.9% | +2.8% | +25.4% |
| 5Y | +97.3% | +27.5% | +69.8% | +75.5% |
| 10Y | +289.0% | +381.4% | -92.4% | +124.4% |
| All | +38,005.5% | +7,284.8% | +30,720.7% | +7,973.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling