+43.5%
TJX vs MSI
+69.5%
-26.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | -4.4% | -1.8% | -2.6% | -3.9% |
| 30D | -18.6% | -0.6% | -17.9% | -18.5% |
| 3M | -24.4% | +13.0% | -37.4% | -26.8% |
| 6M | -20.2% | +0.5% | -20.8% | -20.5% |
| YTD | -16.9% | +21.7% | -38.6% | -21.9% |
| 1Y | -8.5% | -2.6% | -5.9% | -8.0% |
| All | +43.5% | +69.5% | -26.0% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling