+102.2%
TJX vs MSFU
+73.2%
+29.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.4% |
| 7D | -4.6% | -1.8% | -2.8% | -4.4% |
| 30D | -17.2% | +0.5% | -17.6% | -17.2% |
| 3M | -24.9% | +51.9% | -76.8% | -27.9% |
| 6M | -19.7% | +35.0% | -54.6% | -22.6% |
| YTD | -17.2% | -9.0% | -8.2% | -17.0% |
| 1Y | -9.4% | -18.8% | +9.4% | -8.1% |
| 3Y | +43.1% | +25.5% | +17.6% | +32.1% |
| All | +102.2% | +73.2% | +29.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling