+96.9%
TJX vs MMM
+25.4%
+71.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.7% |
| 7D | -4.0% | -2.6% | -1.4% | -3.3% |
| 30D | -20.3% | -9.3% | -11.0% | -18.4% |
| 3M | -23.3% | +5.6% | -28.8% | -24.4% |
| 6M | -19.7% | +9.5% | -29.2% | -21.7% |
| YTD | -17.1% | +4.1% | -21.3% | -18.4% |
| 1Y | -8.8% | +9.4% | -18.2% | -11.6% |
| 3Y | +43.4% | +101.0% | -57.6% | +14.7% |
| All | +96.9% | +25.4% | +71.5% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling