-5.5%
TJX vs MOS
-7.8%
+2.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -0.9% |
| 7D | -0.5% | +24.8% | -25.3% | -0.6% |
| 30D | -1.3% | +22.7% | -24.0% | -1.4% |
| 3M | -13.5% | -1.2% | -12.3% | -14.0% |
| 6M | -10.1% | +5.5% | -15.7% | -10.5% |
| YTD | -10.0% | -2.0% | -8.1% | -12.2% |
| 1Y | -5.5% | -7.9% | +2.4% | -7.1% |
| All | -5.5% | -7.8% | +2.2% | -7.1% |
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