+283.6%
TJX vs MSI
+605.3%
-321.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -17.2% | -0.8% | -16.4% | -17.0% |
| 3M | -24.9% | +13.9% | -38.8% | -29.6% |
| 6M | -19.7% | +1.3% | -21.0% | -21.0% |
| YTD | -17.2% | +22.3% | -39.5% | -25.8% |
| 1Y | -9.4% | -3.9% | -5.6% | -9.1% |
| 3Y | +43.1% | +69.9% | -26.8% | +5.5% |
| 5Y | +96.7% | +103.8% | -7.1% | +29.4% |
| All | +283.6% | +605.3% | -321.6% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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