+43,607.4%
TJX vs MTB
+8,229.7%
+35,377.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.0% | +1.1% | -5.0% | -4.3% |
| 30D | -20.3% | -4.6% | -15.7% | -18.9% |
| 3M | -23.3% | +6.3% | -29.5% | -25.1% |
| 6M | -19.7% | +15.6% | -35.3% | -24.2% |
| YTD | -17.1% | +20.6% | -37.7% | -23.2% |
| 1Y | -8.8% | +22.5% | -31.3% | -16.2% |
| 3Y | +43.4% | +114.4% | -71.0% | +2.8% |
| 5Y | +95.2% | +101.9% | -6.7% | +38.5% |
| 10Y | +288.1% | +170.4% | +117.6% | +133.7% |
| All | +43,607.4% | +8,229.7% | +35,377.7% | +4,022.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling