+283.6%
TJX vs MOS
+12.4%
+271.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.6% | -1.7% | -2.9% | -4.4% |
| 30D | -17.2% | +12.4% | -29.6% | -18.8% |
| 3M | -24.9% | +20.5% | -45.4% | -27.4% |
| 6M | -19.7% | -12.0% | -7.7% | -18.8% |
| YTD | -17.2% | +7.4% | -24.6% | -19.4% |
| 1Y | -9.4% | -22.5% | +13.0% | -7.3% |
| 3Y | +43.1% | -25.5% | +68.6% | +44.4% |
| 5Y | +96.7% | -10.1% | +106.8% | +79.5% |
| All | +283.6% | +12.4% | +271.2% | +194.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling