+159.5%
TJX vs MP
+448.5%
-289.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -2.1% |
| 7D | -4.0% | -0.7% | -3.2% | -3.9% |
| 30D | -20.3% | -0.7% | -19.7% | -20.4% |
| 3M | -23.3% | 0.0% | -23.3% | -23.5% |
| 6M | -19.7% | -10.0% | -9.8% | -19.9% |
| YTD | -17.1% | +7.5% | -24.6% | -18.6% |
| 1Y | -8.8% | -14.0% | +5.2% | -9.8% |
| 3Y | +43.4% | +153.5% | -110.1% | +23.6% |
| 5Y | +95.2% | +62.7% | +32.5% | +72.6% |
| All | +159.5% | +448.5% | -289.0% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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