+97.3%
TJX vs MSCI
-11.6%
+108.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -4.4% | -4.7% | +0.3% | -3.0% |
| 30D | -18.6% | -2.2% | -16.4% | -18.1% |
| 3M | -24.4% | -9.7% | -14.7% | -22.4% |
| 6M | -20.2% | +0.3% | -20.5% | -20.9% |
| YTD | -16.9% | -3.5% | -13.4% | -17.1% |
| 1Y | -8.5% | -1.4% | -7.1% | -9.6% |
| 3Y | +43.7% | +6.6% | +37.2% | +35.4% |
| 5Y | +97.3% | -10.9% | +108.2% | +87.4% |
| All | +97.3% | -11.6% | +108.9% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling