+57.1%
TJX vs MOD
+148.6%
-91.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.9% | -7.8% | +1.8% |
| 7D | -2.0% | -13.9% | +11.9% | -1.8% |
| 30D | -0.5% | -41.5% | +41.1% | +1.3% |
| 3M | -14.1% | -45.7% | +31.6% | -12.4% |
| 6M | -9.4% | -61.1% | +51.8% | -6.6% |
| YTD | -9.2% | -20.5% | +11.3% | -10.5% |
| 1Y | -3.3% | -32.1% | +28.8% | -4.1% |
| 3Y | +57.1% | +146.5% | -89.3% | +30.1% |
| All | +57.1% | +148.6% | -91.5% | +30.1% |
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