+288.1%
TJX vs MOD
+1,486.8%
-1,198.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | -4.0% | +3.6% | -7.6% | -4.4% |
| 30D | -20.3% | -2.6% | -17.7% | -20.2% |
| 3M | -23.3% | -33.1% | +9.9% | -19.8% |
| 6M | -19.7% | -7.5% | -12.2% | -20.7% |
| YTD | -17.1% | +39.3% | -56.4% | -23.5% |
| 1Y | -8.8% | +34.3% | -43.1% | -16.3% |
| 3Y | +43.4% | +296.2% | -252.8% | +1.6% |
| 5Y | +95.2% | +1,504.6% | -1,409.4% | +1.0% |
| 10Y | +288.1% | +1,511.5% | -1,223.5% | +70.0% |
| All | +288.1% | +1,486.8% | -1,198.7% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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