+283.6%
TJX vs MMM
+55.8%
+227.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -4.6% | -2.1% | -2.5% | -3.8% |
| 30D | -17.2% | -9.8% | -7.3% | -13.9% |
| 3M | -24.9% | +4.9% | -29.8% | -26.5% |
| 6M | -19.7% | +7.3% | -27.0% | -22.2% |
| YTD | -17.2% | +4.5% | -21.7% | -19.4% |
| 1Y | -9.4% | +5.4% | -14.8% | -12.5% |
| 3Y | +43.1% | +98.6% | -55.5% | +0.5% |
| 5Y | +96.7% | +27.4% | +69.3% | +72.8% |
| All | +283.6% | +55.8% | +227.8% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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