+2,265.7%
TJX vs MSCI
+3,191.3%
-925.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.6% |
| 7D | -0.3% | +3.0% | -3.3% | -1.2% |
| 30D | -5.6% | +17.8% | -23.4% | -10.1% |
| 3M | -12.3% | +15.2% | -27.5% | -16.0% |
| 6M | -7.7% | +16.5% | -24.2% | -12.3% |
| YTD | -11.4% | +16.4% | -27.8% | -16.3% |
| 1Y | -7.0% | +16.8% | -23.8% | -12.3% |
| 3Y | +53.3% | +35.8% | +17.5% | +35.5% |
| 5Y | +109.9% | +7.0% | +102.9% | +94.8% |
| 10Y | +310.0% | +818.6% | -508.6% | +97.0% |
| All | +2,265.7% | +3,191.3% | -925.6% | +624.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling