+303.4%
TJX vs MGY
+210.4%
+93.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -4.6% | +3.5% | -8.1% | -5.2% |
| 30D | -17.2% | +5.3% | -22.4% | -18.0% |
| 3M | -24.9% | +2.6% | -27.5% | -25.6% |
| 6M | -19.7% | -3.3% | -16.4% | -19.9% |
| YTD | -17.2% | +29.2% | -46.4% | -22.2% |
| 1Y | -9.4% | +18.0% | -27.5% | -13.6% |
| 3Y | +43.1% | +30.0% | +13.1% | +30.6% |
| 5Y | +96.7% | +92.7% | +4.0% | +55.1% |
| All | +303.4% | +210.4% | +93.0% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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