+97.2%
TJX vs MKSI
+84.1%
+13.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | -4.6% | +2.7% | -7.3% | -4.9% |
| 30D | -17.2% | -12.8% | -4.4% | -16.1% |
| 3M | -24.9% | -22.5% | -2.4% | -23.8% |
| 6M | -19.7% | +19.4% | -39.1% | -23.4% |
| YTD | -17.2% | +67.7% | -84.9% | -25.1% |
| 1Y | -9.4% | +131.4% | -140.8% | -22.5% |
| 3Y | +43.1% | +197.3% | -154.3% | +10.8% |
| All | +97.2% | +84.1% | +13.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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