+180.8%
TJX vs MP
+271.0%
-90.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -5.7% | +2.3% | -8.0% | -5.9% |
| 30D | -3.9% | -15.3% | +11.4% | -3.1% |
| 3M | -12.1% | -33.5% | +21.4% | -10.3% |
| 6M | -7.8% | -45.5% | +37.7% | -5.2% |
| YTD | -10.4% | -27.3% | +16.9% | -10.2% |
| 1Y | -5.5% | -40.7% | +35.2% | -4.2% |
| 3Y | +55.0% | +145.9% | -90.9% | +31.3% |
| 5Y | +114.2% | -13.9% | +128.1% | +96.9% |
| All | +180.8% | +271.0% | -90.2% | +102.5% |
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