-20.2%
TJX vs MDY
+7.7%
-27.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | -4.4% | -2.5% | -1.8% | -3.5% |
| 30D | -18.6% | -5.0% | -13.5% | -17.2% |
| 3M | -24.4% | +0.5% | -24.8% | -25.1% |
| 6M | -20.2% | +8.0% | -28.2% | -25.4% |
| All | -20.2% | +7.7% | -27.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 6mo: compounded portfolio wealth divided by compounded MDY 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…
6mo analysis · Full analysis span regression · 6 months rolling