-17.8%
TJX vs MP
-12.0%
-5.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | 0.0% |
| 7D | -2.2% | -2.9% | +0.6% | -2.3% |
| 30D | -17.1% | +13.8% | -31.0% | -16.7% |
| 3M | -16.5% | -16.7% | +0.2% | -16.0% |
| 6M | -17.8% | -11.5% | -6.3% | -18.4% |
| All | -17.8% | -12.0% | -5.8% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling