+97.2%
TJX vs MKC
-33.0%
+130.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | -1.5% | -3.1% | -4.4% |
| 30D | -17.2% | -3.1% | -14.0% | -16.8% |
| 3M | -24.9% | +5.2% | -30.1% | -25.6% |
| 6M | -19.7% | -12.8% | -6.8% | -18.0% |
| YTD | -17.2% | -23.3% | +6.1% | -13.6% |
| 1Y | -9.4% | -24.1% | +14.7% | -5.5% |
| 3Y | +43.1% | -32.1% | +75.2% | +51.9% |
| All | +97.2% | -33.0% | +130.2% | +96.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling