+46.6%
TJX vs MNST
+52.7%
-6.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -3.3% | -4.1% | +0.8% | -2.5% |
| 30D | -19.9% | -4.5% | -15.4% | -19.2% |
| 3M | -19.0% | -2.5% | -16.6% | -18.7% |
| 6M | -18.6% | +14.1% | -32.7% | -20.6% |
| YTD | -15.3% | +12.6% | -27.9% | -17.3% |
| 1Y | -7.3% | +36.9% | -44.3% | -12.9% |
| 3Y | +46.6% | +53.1% | -6.5% | +34.1% |
| All | +46.6% | +52.7% | -6.1% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 3y: compounded portfolio wealth divided by compounded MNST 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…
3y analysis · Full analysis span regression · 6 months rolling