+98.5%
TJX vs MOD
+1,517.7%
-1,419.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -3.3% | +6.3% | -9.6% | -3.8% |
| 30D | -19.9% | -1.7% | -18.2% | -19.8% |
| 3M | -19.0% | -30.1% | +11.1% | -17.0% |
| 6M | -18.6% | +2.7% | -21.3% | -20.1% |
| YTD | -15.3% | +44.1% | -59.4% | -20.2% |
| 1Y | -7.3% | +38.7% | -46.1% | -13.1% |
| 3Y | +46.6% | +309.8% | -263.2% | +10.0% |
| 5Y | +98.5% | +1,569.7% | -1,471.2% | +4.2% |
| All | +98.5% | +1,517.7% | -1,419.3% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling