+108.3%
TJX vs MP
-13.0%
+121.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.4% |
| 7D | -0.3% | +9.5% | -9.8% | -0.8% |
| 30D | -5.6% | -3.0% | -2.6% | -5.5% |
| 3M | -12.3% | -30.4% | +18.0% | -10.9% |
| 6M | -7.7% | -39.2% | +31.5% | -5.8% |
| YTD | -11.4% | -23.3% | +11.9% | -11.6% |
| 1Y | -7.0% | -32.6% | +25.6% | -6.6% |
| 3Y | +53.3% | +159.3% | -106.0% | +23.9% |
| All | +108.3% | -13.0% | +121.3% | +90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling