-5.2%
TJX vs MOS
-17.5%
+12.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | 0.0% |
| 7D | -2.2% | +9.5% | -11.8% | -2.0% |
| 30D | -17.1% | +10.4% | -27.6% | -16.7% |
| 3M | -16.5% | +12.9% | -29.4% | -15.9% |
| 6M | -17.8% | +1.2% | -19.0% | -17.4% |
| YTD | -13.2% | +9.3% | -22.5% | -13.6% |
| 1Y | -5.2% | -18.0% | +12.8% | -5.3% |
| All | -5.2% | -17.5% | +12.3% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling