+45,672.8%
TJX vs MOD
+3,565.2%
+42,107.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.8% |
| 7D | -2.2% | +9.6% | -11.8% | -3.7% |
| 30D | -17.1% | 0.0% | -17.2% | -17.3% |
| 3M | -16.5% | -35.4% | +18.9% | -11.8% |
| 6M | -17.8% | -7.3% | -10.5% | -18.9% |
| YTD | -13.2% | +45.8% | -59.0% | -21.0% |
| 1Y | -5.2% | +43.1% | -48.3% | -14.4% |
| 3Y | +48.2% | +297.7% | -249.4% | +5.0% |
| 5Y | +99.8% | +1,478.8% | -1,379.0% | +7.0% |
| 10Y | +291.1% | +1,633.4% | -1,342.3% | +82.2% |
| All | +45,672.8% | +3,565.2% | +42,107.6% | +13,822.4% |
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