+208.6%
TJX vs MRNA
+554.4%
-345.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.4% |
| 7D | -4.6% | -1.1% | -3.5% | -4.6% |
| 30D | -17.2% | +126.1% | -143.3% | -18.1% |
| 3M | -24.9% | +190.0% | -214.9% | -26.5% |
| 6M | -19.7% | +157.2% | -176.9% | -21.1% |
| YTD | -17.2% | +388.2% | -405.4% | -20.6% |
| 1Y | -9.4% | +467.0% | -476.5% | -13.7% |
| 3Y | +43.1% | +36.1% | +7.0% | +41.0% |
| 5Y | +96.7% | -68.0% | +164.7% | +93.3% |
| All | +208.6% | +554.4% | -345.8% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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