+283.6%
TJX vs MOH
+264.4%
+19.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -4.6% | +1.7% | -6.3% | -4.8% |
| 30D | -17.2% | -0.9% | -16.3% | -17.1% |
| 3M | -24.9% | +5.7% | -30.6% | -25.9% |
| 6M | -19.7% | +39.1% | -58.8% | -24.7% |
| YTD | -17.2% | +17.7% | -34.9% | -21.1% |
| 1Y | -9.4% | +8.4% | -17.8% | -13.0% |
| 3Y | +43.1% | -36.6% | +79.6% | +46.4% |
| 5Y | +96.7% | -19.1% | +115.8% | +87.4% |
| All | +283.6% | +264.4% | +19.3% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling