+97.3%
TJX vs MDB
-22.0%
+119.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.1% |
| 7D | -4.4% | -2.8% | -1.6% | -4.2% |
| 30D | -18.6% | -14.9% | -3.7% | -17.8% |
| 3M | -24.4% | +7.3% | -31.7% | -25.1% |
| 6M | -20.2% | +38.2% | -58.4% | -23.1% |
| YTD | -16.9% | -10.9% | -6.0% | -17.3% |
| 1Y | -8.5% | +11.6% | -20.2% | -11.1% |
| 3Y | +43.7% | -0.9% | +44.6% | +36.2% |
| 5Y | +97.3% | -23.5% | +120.8% | +82.4% |
| All | +97.3% | -22.0% | +119.3% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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