+2,217.2%
TJX vs MSCI
+2,756.4%
-539.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -17.1% | +0.6% | -17.7% | -17.3% |
| 3M | -16.5% | -7.1% | -9.4% | -14.9% |
| 6M | -17.8% | +0.8% | -18.6% | -18.6% |
| YTD | -13.2% | +1.0% | -14.2% | -14.4% |
| 1Y | -5.2% | +4.3% | -9.5% | -7.7% |
| 3Y | +48.2% | +9.9% | +38.3% | +39.5% |
| 5Y | +99.8% | -6.8% | +106.5% | +92.8% |
| 10Y | +291.1% | +614.7% | -323.5% | +102.0% |
| All | +2,217.2% | +2,756.4% | -539.2% | +640.4% |
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