+316.4%
TJX vs MOD
+1,079.7%
-763.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +27.9% | -29.0% | -4.6% |
| 7D | -0.3% | +40.4% | -40.8% | -4.9% |
| 30D | -5.6% | -14.0% | +8.4% | -4.9% |
| 3M | -12.3% | -33.3% | +21.0% | -9.0% |
| 6M | -7.7% | -51.4% | +43.7% | -1.4% |
| YTD | -11.4% | +1.6% | -13.0% | -16.1% |
| 1Y | -7.0% | +5.4% | -12.4% | -12.9% |
| 3Y | +53.3% | +191.0% | -137.7% | +11.8% |
| 5Y | +109.9% | +1,093.1% | -983.2% | +11.1% |
| All | +316.4% | +1,079.7% | -763.2% | +91.7% |
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