+48,951.4%
TJX vs MDY
+2,589.7%
+46,361.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.9% |
| 7D | -4.4% | -2.5% | -1.8% | -2.5% |
| 30D | -18.6% | -5.0% | -13.5% | -15.4% |
| 3M | -24.4% | +0.5% | -24.8% | -24.9% |
| 6M | -20.2% | +8.0% | -28.2% | -25.2% |
| YTD | -16.9% | +12.2% | -29.1% | -24.5% |
| 1Y | -8.5% | +14.0% | -22.5% | -18.1% |
| 3Y | +43.7% | +48.2% | -4.4% | +2.6% |
| 5Y | +97.3% | +46.1% | +51.3% | +41.1% |
| 10Y | +289.0% | +173.8% | +115.2% | +72.0% |
| All | +48,951.4% | +2,589.7% | +46,361.7% | +3,127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling