+46.6%
TJX vs MOD
+312.9%
-266.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -3.3% | +6.3% | -9.6% | -3.5% |
| 30D | -19.9% | -1.7% | -18.2% | -19.8% |
| 3M | -19.0% | -30.1% | +11.1% | -17.9% |
| 6M | -18.6% | +2.7% | -21.3% | -19.5% |
| YTD | -15.3% | +44.1% | -59.4% | -18.1% |
| 1Y | -7.3% | +38.7% | -46.1% | -10.6% |
| 3Y | +46.6% | +309.8% | -263.2% | +23.6% |
| All | +46.6% | +312.9% | -266.4% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling