-8.8%
TJX vs MP
-14.3%
+5.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -2.2% |
| 7D | -4.0% | -0.7% | -3.2% | -4.0% |
| 30D | -20.3% | -0.7% | -19.7% | -20.3% |
| 3M | -23.3% | 0.0% | -23.3% | -23.1% |
| 6M | -19.7% | -10.0% | -9.8% | -19.8% |
| YTD | -17.1% | +7.5% | -24.6% | -17.2% |
| 1Y | -8.8% | -14.0% | +5.2% | -8.2% |
| All | -8.8% | -14.3% | +5.5% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling