-6.4%
TJX vs MOD
-30.7%
+24.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -1.5% | +16.1% | -17.6% | -1.3% |
| 30D | -3.6% | -38.5% | +35.0% | -3.7% |
| 3M | -10.3% | -46.8% | +36.5% | -10.4% |
| 6M | -8.6% | -61.6% | +53.0% | -8.4% |
| YTD | -10.3% | -20.5% | +10.2% | -12.1% |
| 1Y | -6.4% | -28.0% | +21.6% | -8.3% |
| All | -6.4% | -30.7% | +24.2% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling