+45,672.9%
TJX vs MMM
+2,854.2%
+42,818.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -2.2% | -3.3% | +1.1% | -0.7% |
| 30D | -17.1% | -7.0% | -10.1% | -14.4% |
| 3M | -16.5% | +10.8% | -27.3% | -20.6% |
| 6M | -17.8% | +5.8% | -23.6% | -20.5% |
| YTD | -13.2% | +6.8% | -20.0% | -16.8% |
| 1Y | -5.2% | +10.4% | -15.6% | -11.0% |
| 3Y | +48.2% | +104.7% | -56.4% | -1.8% |
| 5Y | +99.8% | +23.6% | +76.2% | +67.0% |
| 10Y | +291.1% | +54.1% | +237.0% | +182.2% |
| All | +45,672.9% | +2,854.2% | +42,818.7% | +5,404.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling