+112.6%
TJX vs MOS
-30.3%
+142.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -0.9% |
| 7D | -0.5% | +24.8% | -25.3% | -1.9% |
| 30D | -1.3% | +22.7% | -24.0% | -2.6% |
| 3M | -13.5% | -1.2% | -12.3% | -13.7% |
| 6M | -10.1% | +5.5% | -15.7% | -10.8% |
| YTD | -10.0% | -2.0% | -8.1% | -10.8% |
| 1Y | -5.5% | -7.9% | +2.4% | -5.9% |
| 3Y | +55.5% | -25.0% | +80.5% | +55.5% |
| 5Y | +112.6% | -27.7% | +140.4% | +93.2% |
| All | +112.6% | -30.3% | +142.9% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling