+283.6%
TJX vs MKC
+29.9%
+253.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | -1.5% | -3.1% | -4.2% |
| 30D | -17.2% | -3.1% | -14.0% | -16.6% |
| 3M | -24.9% | +5.2% | -30.1% | -26.1% |
| 6M | -19.7% | -12.8% | -6.8% | -17.2% |
| YTD | -17.2% | -23.3% | +6.1% | -12.0% |
| 1Y | -9.4% | -24.1% | +14.7% | -3.7% |
| 3Y | +43.1% | -32.1% | +75.2% | +55.3% |
| 5Y | +96.7% | -32.8% | +129.5% | +108.9% |
| All | +283.6% | +29.9% | +253.8% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling