+97.2%
TJX vs MTB
+104.1%
-6.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -17.2% | -4.8% | -12.4% | -16.1% |
| 3M | -24.9% | +6.0% | -30.9% | -26.1% |
| 6M | -19.7% | +19.6% | -39.3% | -23.5% |
| YTD | -17.2% | +21.5% | -38.7% | -21.6% |
| 1Y | -9.4% | +24.7% | -34.1% | -15.0% |
| 3Y | +43.1% | +108.6% | -65.5% | +13.5% |
| All | +97.2% | +104.1% | -6.9% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling