+43,711.4%
TJX vs MSI
+3,998.4%
+39,713.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | -18.6% | -0.6% | -17.9% | -18.5% |
| 3M | -24.4% | +13.0% | -37.4% | -26.6% |
| 6M | -20.2% | +0.5% | -20.8% | -20.7% |
| YTD | -16.9% | +21.7% | -38.6% | -21.1% |
| 1Y | -8.5% | -2.6% | -5.9% | -8.6% |
| 3Y | +43.7% | +69.7% | -25.9% | +25.6% |
| 5Y | +97.3% | +102.8% | -5.5% | +65.0% |
| 10Y | +289.0% | +602.9% | -314.0% | +149.9% |
| All | +43,711.4% | +3,998.4% | +39,713.0% | +11,302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling