-5.2%
TJX vs MSCI
+4.9%
-10.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -17.1% | +0.6% | -17.7% | -17.2% |
| 3M | -16.5% | -7.1% | -9.4% | -16.1% |
| 6M | -17.8% | +0.8% | -18.6% | -18.2% |
| YTD | -13.2% | +1.0% | -14.2% | -14.2% |
| 1Y | -5.2% | +4.3% | -9.5% | -6.7% |
| All | -5.2% | +4.9% | -10.1% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling