+47,769.5%
TJX vs MOD
+1,810.3%
+45,959.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.9% | -7.8% | +0.6% |
| 7D | -2.0% | -13.9% | +11.9% | -0.5% |
| 30D | -0.5% | -41.5% | +41.1% | +6.9% |
| 3M | -14.1% | -45.7% | +31.6% | -7.1% |
| 6M | -9.4% | -61.1% | +51.8% | +1.6% |
| YTD | -9.2% | -20.5% | +11.3% | -10.6% |
| 1Y | -3.3% | -32.1% | +28.8% | -3.0% |
| 3Y | +57.1% | +146.5% | -89.3% | +18.5% |
| 5Y | +112.3% | +812.7% | -700.4% | +22.2% |
| 10Y | +328.2% | +966.8% | -638.6% | +112.1% |
| All | +47,769.5% | +1,810.3% | +45,959.2% | +15,762.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling