+47,183.8%
TJX vs MOS
+127.5%
+47,056.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -5.7% | +5.5% | -11.2% | -6.6% |
| 30D | -3.9% | +21.0% | -24.8% | -6.9% |
| 3M | -12.1% | -0.5% | -11.7% | -12.6% |
| 6M | -7.8% | +6.6% | -14.4% | -9.7% |
| YTD | -10.4% | -2.8% | -7.6% | -11.7% |
| 1Y | -5.5% | -8.1% | +2.6% | -6.2% |
| 3Y | +55.0% | -25.6% | +80.6% | +55.7% |
| 5Y | +114.2% | -29.8% | +144.0% | +109.2% |
| 10Y | +314.8% | +0.6% | +314.3% | +252.2% |
| All | +47,183.8% | +127.5% | +47,056.3% | +23,147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling