+45,672.9%
TJX vs MOS
+155.8%
+45,517.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | -2.2% | +9.5% | -11.8% | -3.7% |
| 30D | -17.1% | +10.4% | -27.6% | -18.6% |
| 3M | -16.5% | +12.9% | -29.4% | -18.6% |
| 6M | -17.8% | +1.2% | -19.0% | -19.0% |
| YTD | -13.2% | +9.3% | -22.5% | -15.8% |
| 1Y | -5.2% | -18.0% | +12.8% | -4.0% |
| 3Y | +48.2% | -29.0% | +77.3% | +50.5% |
| 5Y | +99.8% | -9.6% | +109.4% | +87.3% |
| 10Y | +291.1% | +6.1% | +285.1% | +230.2% |
| All | +45,672.9% | +155.8% | +45,517.1% | +22,082.9% |
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