+97.2%
TJX vs MRSH
+18.2%
+79.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -4.6% | -4.8% | +0.2% | -2.6% |
| 30D | -17.2% | -6.3% | -10.8% | -14.8% |
| 3M | -24.9% | +5.8% | -30.7% | -26.9% |
| 6M | -19.7% | +2.8% | -22.5% | -21.2% |
| YTD | -17.2% | -3.1% | -14.1% | -16.9% |
| 1Y | -9.4% | -11.3% | +1.8% | -5.2% |
| 3Y | +43.1% | -5.0% | +48.0% | +42.3% |
| All | +97.2% | +18.2% | +79.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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