+46.6%
TJX vs MP
+159.6%
-113.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.4% |
| 7D | -3.3% | +3.0% | -6.3% | -3.3% |
| 30D | -19.9% | +8.3% | -28.2% | -19.9% |
| 3M | -19.0% | -3.8% | -15.2% | -19.0% |
| 6M | -18.6% | -4.9% | -13.7% | -18.7% |
| YTD | -15.3% | +9.6% | -24.9% | -15.7% |
| 1Y | -7.3% | -11.7% | +4.4% | -7.6% |
| 3Y | +46.6% | +158.5% | -111.9% | +38.0% |
| All | +46.6% | +159.6% | -113.0% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling