+181.8%
TJX vs MP
+268.3%
-86.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | -0.5% | -3.6% | +3.1% | -0.4% |
| 30D | -1.3% | -21.0% | +19.7% | -0.2% |
| 3M | -13.5% | -33.3% | +19.8% | -11.8% |
| 6M | -10.1% | -45.9% | +35.8% | -7.6% |
| YTD | -10.0% | -27.8% | +17.8% | -9.8% |
| 1Y | -5.5% | -43.2% | +37.7% | -4.0% |
| 3Y | +55.5% | +144.0% | -88.5% | +31.8% |
| 5Y | +112.6% | -6.1% | +118.8% | +94.4% |
| All | +181.8% | +268.3% | -86.5% | +103.3% |
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