+283.6%
TJX vs MKTX
+5.0%
+278.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | -17.2% | +0.7% | -17.9% | -17.2% |
| 3M | -24.9% | +40.8% | -65.7% | -29.0% |
| 6M | -19.7% | -8.0% | -11.7% | -19.1% |
| YTD | -17.2% | -8.7% | -8.5% | -16.6% |
| 1Y | -9.4% | -11.8% | +2.4% | -8.4% |
| 3Y | +43.1% | -24.0% | +67.1% | +45.0% |
| 5Y | +96.7% | -60.3% | +157.0% | +119.7% |
| All | +283.6% | +5.0% | +278.6% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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