+171.8%
TJX vs MP
+450.8%
-279.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -2.2% | -2.9% | +0.6% | -2.1% |
| 30D | -17.1% | +13.8% | -31.0% | -17.8% |
| 3M | -16.5% | -16.7% | +0.2% | -15.9% |
| 6M | -17.8% | -11.5% | -6.3% | -17.9% |
| YTD | -13.2% | +7.9% | -21.2% | -14.7% |
| 1Y | -5.2% | -15.0% | +9.8% | -6.2% |
| 3Y | +48.2% | +153.5% | -105.3% | +27.8% |
| 5Y | +99.8% | +58.7% | +41.1% | +76.9% |
| All | +171.8% | +450.8% | -279.0% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling