+10.2%
TJX vs MSTZ
-99.1%
+109.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | -0.4% |
| 7D | -4.6% | +17.0% | -21.6% | -4.4% |
| 30D | -17.2% | -61.8% | +44.6% | -17.8% |
| 3M | -24.9% | -54.6% | +29.7% | -25.1% |
| 6M | -19.7% | -59.3% | +39.6% | -19.8% |
| YTD | -17.2% | -74.6% | +57.4% | -17.2% |
| 1Y | -9.4% | -18.8% | +9.4% | -7.1% |
| All | +10.2% | -99.1% | +109.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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